Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387): Difference between revisions

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Latest revision as of 13:42, 22 July 2024

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Volatility uncertainty quantification in a stochastic control problem applied to energy
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    Volatility uncertainty quantification in a stochastic control problem applied to energy (English)
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    4 May 2020
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    chaos expansion
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    uncertainty quantification
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    stochastic control
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    stochastic programming
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    swing options
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    Monte Carlo simulations
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