A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (Q3614824)
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scientific article; zbMATH DE number 5527079
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| English | A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation |
scientific article; zbMATH DE number 5527079 |
Statements
A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (English)
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10 March 2009
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gas storage
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semi-Lagrangian
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HJB equation
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stochastic control
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viscosity solution
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0.8921107649803162
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0.829465925693512
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0.8044625520706177
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0.7998449206352234
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0.7739001512527466
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