Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330)
From MaRDI portal
scientific article; zbMATH DE number 7389173
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem |
scientific article; zbMATH DE number 7389173 |
Statements
Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (English)
0 references
1 September 2021
0 references
singular stochastic control
0 references
irreversible investment
0 references
variational inequality
0 references
Ornstein-Uhlenbeck process
0 references
market impact
0 references
0 references