Pages that link to "Item:Q3117275"
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The following pages link to Optimal Commodity Trading with a Capacitated Storage Asset (Q3117275):
Displaying 31 items.
- Optimal operation of pumped-hydro storage plants with continuous time-varying power prices (Q322881) (← links)
- A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables (Q336622) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Approximation algorithms for optimal purchase/inventory policy when purchase price and demand are stochastic (Q480791) (← links)
- Equilibrium storage with multiple commodities (Q999736) (← links)
- Inventory control in dual sourcing commodity procurement with price correlation (Q1642842) (← links)
- Heuristic decision rules for short-term trading of renewable energy with co-located energy storage (Q1652308) (← links)
- On the complexity of energy storage problems (Q1662159) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- A general storage model with applications to energy systems (Q1733090) (← links)
- Impact of storage competition on energy markets (Q1749510) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- Real options in operations research: a review (Q1754719) (← links)
- Convex hull results for the warehouse problem (Q1756347) (← links)
- Forward trading and storage in a Cournot duopoly (Q1853218) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Approximate dynamic programming for stochastic \(N\)-stage optimization with application to optimal consumption under uncertainty (Q2450902) (← links)
- Merchant commodity storage practice revisited (Q2795873) (← links)
- An approximate dynamic programming algorithm for monotone value functions (Q2797467) (← links)
- Optimal policies for simultaneous energy consumption and ancillary service provision for flexible loads under stochastic prices and no capacity reservation constraint (Q2797602) (← links)
- Integrated optimization of procurement, processing, and trade of commodities (Q2893911) (← links)
- Storage Costs in Commodity Option Pricing (Q3055870) (← links)
- Optimal Hour-Ahead Bidding in the Real-Time Electricity Market with Battery Storage Using Approximate Dynamic Programming (Q3458751) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons (Q4971573) (← links)
- Bayesian Exploration for Approximate Dynamic Programming (Q4971589) (← links)
- On the Pricing of Storable Commodities (Q5072630) (← links)
- Optimal operating policies in a commodity trading market with the manufacturer's presence (Q5189244) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
- Seasonal volatility in agricultural markets: modelling and empirical investigations (Q6547036) (← links)
- A data-driven approach for optimal operational and financial commodity hedging (Q6586281) (← links)