Pages that link to "Item:Q3564806"
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The following pages link to Valuation of energy storage: an optimal switching approach (Q3564806):
Displayed 47 items.
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Discussion on: ``Profit maximization of a power plant'' (Q386084) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
- Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
- Valuation of power plants (Q1754195) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- Statistical learning for probability-constrained stochastic optimal control (Q2029386) (← links)
- A deep learning model for gas storage optimization (Q2064630) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Optimal trading of imbalance options for power systems using an energy storage device (Q2183301) (← links)
- On conditional cuts for stochastic dual dynamic programming (Q2195564) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications (Q2671220) (← links)
- Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
- Merchant Commodity Storage Practice Revisited (Q2795873) (← links)
- An Approximate Dynamic Programming Algorithm for Monotone Value Functions (Q2797467) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- Gas Storage Hedging (Q2917445) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- The Evaluation of Gas Swing Contracts with Regime Switching (Q2920957) (← links)
- NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
- Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes (Q3174918) (← links)
- Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming (Q3458751) (← links)
- Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
- Regression Monte Carlo for microgrid management (Q4967863) (← links)
- Brownian bridge with random length and pinning point for modelling of financial information (Q5056586) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Pricing bounds and bang-bang analysis of the Polaris variable annuities (Q5215446) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS (Q5369448) (← links)