A partial differential equation system for modelling stochastic storage in physical systems with applications to wind power generation
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Publication:3019516
DOI10.1093/imaman/dpp022zbMath1217.91228OpenAlexW2040377316WikidataQ115276202 ScholiaQ115276202MaRDI QIDQ3019516
Andrew L. Hazel, Paul Johnson, Peter W. Duck, Sydney D. Howell, Goran Strbac, Helena Sofia Adrade N. P. Pinto, Nathan C. Proudlove, Mary Black
Publication date: 28 July 2011
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imaman/dpp022
Related Items (2)
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting ⋮ Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage
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