A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (Q3614824)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation |
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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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