Optimal management of pumped hydroelectric production with state constrained optimal control

DOI10.1016/J.JEDC.2020.103940zbMath1475.91239arXiv1909.06854OpenAlexW3034968874MaRDI QIDQ2246663

Tiziano Vargiolu, Athena Picarelli

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.06854

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Related Items (3)

A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets ⋮ Analytical and numerical solutions to ergodic control problems arising in environmental management ⋮ A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection

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