Pages that link to "Item:Q3564806"

The following pages link to Valuation of energy storage: an optimal switching approach (Q3564806):

Displaying 50 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)
• Real option valuation of a decremental regulation service provided by electricity storage (Q4561723) (← 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)
• An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
• Optimal operation of a hydropower plant in a stochastic environment (Q6587728) (← links)