A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (Q3614824): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q759469 |
Changed an Item |
||
| Property / author | |||
| Property / author: Peter A. I. Forsyth / rank | |||
Normal rank | |||
Revision as of 16:51, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation |
scientific article |
Statements
A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (English)
0 references
10 March 2009
0 references
gas storage
0 references
semi-Lagrangian
0 references
HJB equation
0 references
stochastic control
0 references
viscosity solution
0 references
