Optimal Trading Policies for Wind Energy Producer
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Publication:4635251
DOI10.1137/16M1093069zbMath1408.91246arXiv1610.04458OpenAlexW2951146772MaRDI QIDQ4635251
Publication date: 16 April 2018
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.04458
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Optimal stochastic control (93E20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Actuarial science and mathematical finance (91G99)
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Cites Work
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