Optimal Trading Policies for Wind Energy Producer (Q4635251)

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scientific article; zbMATH DE number 6860076
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English
Optimal Trading Policies for Wind Energy Producer
scientific article; zbMATH DE number 6860076

    Statements

    title
    Optimal Trading Policies for Wind Energy Producer (English)
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    DOI
    10.1137/16M1093069
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    author
    Zongjun Tan
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    Peter Tankov
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    publication date
    16 April 2018
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    Mathematics Subject Classification ID
    91G99
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    91B76
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    62M20
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    62P20
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    93E20
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    zbMATH DE Number
    6860076
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    zbMATH Keywords
    wind energy
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    forecasts
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    optimal trading
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    stochastic control
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    arXiv ID
    1610.04458
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    OpenAlex ID
    W2951146772
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