An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment
From MaRDI portal
Publication:6574638
Cites work
- scientific article; zbMATH DE number 4205918 (Why is no real title available?)
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- A Bayesian two-armed bandit model
- A PDE approach to regularity of solutions to finite horizon optimal switching problems
- A Unified Approach to the Well-Posedness of Some Non-Lambertian Models in Shape-from-Shading Theory
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables
- A methodology to assess the economic impact of power storage technologies
- A semi-Lagrangian algorithm in policy space for hybrid optimal control problems
- An introduction to continuous-time stochastic processes. Theory, models, and applications to finance, biology, and medicine.
- An optimal pairs-trading rule
- An optimal strategy for pairs trading under geometric Brownian motions
- An options pricing approach to ramping rate restrictions at hydro power plants
- Applied stochastic control of jump diffusions.
- Continuous-time stochastic control and optimization with financial applications
- Controlled Markov processes and viscosity solutions
- Deep learning for finance: deep portfolios
- Fast computational approach to the delta Greek of non-linear Black-Scholes equations
- Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
- GARCH processes and the phenomenon of misleading and unambiguous signals
- Global optimal vaccination in the SIR model: properties of the value function and application to cost-effectiveness analysis
- High-order filtered schemes for time-dependent second order HJB equations
- Hydrological scenario reduction for stochastic optimization in hydrothermal power systems
- Jump-diffusion asset-liability management via risk-sensitive control
- Monotone numerical schemes and feedback construction for hybrid control systems
- Nonoverlapping domain decomposition preconditioners for discontinuous Galerkin approximations of Hamilton-Jacobi-Bellman equations
- Numerical analysis of strongly nonlinear PDEs
- Numerical methods for nonlinear PDEs in finance
- On the non-existence of higher order monotone approximation schemes for HJB equations
- Optimal Switching over Multiple Regimes
- Optimal consumption analysis for a stochastic growth model with technological shocks
- Optimal decision for selling an illiquid stock
- Optimal switching strategy of a mean-reverting asset over multiple regimes
- Panel-based stratified cluster sampling and analysis for photovoltaic outdoor measurements
- Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
- Probabilistic forecasts of solar irradiance using stochastic differential equations
- Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns
- Stochastic differential equations. An introduction with applications.
- Stochastic epidemic metapopulation models on networks: SIS dynamics and control strategies
- Stochastic homogenization of Hamilton-Jacobi-Bellman equations
- Stochastic process model for solute transport and the associated transport equation
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids
- The valuation of American passport options: a viscosity solution approach
- Trend following trading under a regime switching model
- User’s guide to viscosity solutions of second order partial differential equations
- Valuation of energy storage: an optimal switching approach
- Valuation of power plants
Cited in
(2)
This page was built for publication: An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574638)
