Optimal cross-border electricity trading
DOI10.1137/21M1398537zbMATH Open1484.91314OpenAlexW4220796015MaRDI QIDQ5065091FDOQ5065091
Authors: Álvaro Cartea, Maria Flora, Georgi Slavov, Tiziano Vargiolu 
Publication date: 18 March 2022
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1398537
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stochastic optimal controlelectricity networkco-integrationcross-border price impactelectricity interconnector
Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Optimal stochastic control (93E20) Trade models (91B60)
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