Gas storage valuation in incomplete markets
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Publication:2028869
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Cited in
(19)- Risk aversion in imperfect natural gas markets
- A deep reinforcement learning framework for continuous intraday market bidding
- Parallel and distributed computing for stochastic dual dynamic programming
- Multiscale stochastic optimization: modeling aspects and scenario generation
- An approximate dynamic programming approach to benchmark practice-based heuristics for natural gas storage valuation
- Valuation of storage at a liquefied natural gas terminal
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes
- Gas storage valuation applying numerically constructed recombining trees
- Decision-making in incomplete markets with ambiguity -- a case study of a gas field acquisition
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
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- Stochastic dual dynamic programming for optimal power flow problems under uncertainty
- Optimal operation and valuation of electricity storage systems in intraday markets
- Data-driven multi-stage stochastic programming models for integrated hurricane relief logistics and evacuation problem
- Optimal dynamic commodity liquidation by joint spot and forward contracts
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming
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