A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (Q5071666)

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scientific article; zbMATH DE number 7511763
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A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets
scientific article; zbMATH DE number 7511763

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    A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets (English)
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    22 April 2022
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    stochastic control
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    hydropower flexibility
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    renewable energy market
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    one-factor diffusion
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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