Pages that link to "Item:Q3621931"

The following pages link to Natural gas storage valuation and optimization: A real options application (Q3621931):

Displaying 22 items.

• 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)
• Assessing the value of natural gas underground storage in the Brazilian system via stochastic dual dynamic programming (Q828757) (← links)
• Stochastic second-order-cone complementarity problems: expected residual minimization formulation and its applications (Q1680966) (← links)
• Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
• A general storage model with applications to energy systems (Q1733090) (← links)
• Infeasible interior-point algorithms based on sampling average approximations for a class of stochastic complementarity problems and their applications (Q1736388) (← links)
• Real option valuation for reserve capacity (Q1752795) (← links)
• Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
• Gas storage valuation in incomplete markets (Q2028869) (← links)
• A deep learning model for gas storage optimization (Q2064630) (← links)
• Optimal trading of imbalance options for power systems using an energy storage device (Q2183301) (← links)
• Monte Carlo methods via a dual approach for some discrete time stochastic control problems (Q2264108) (← links)
• Merchant commodity storage practice revisited (Q2795873) (← links)
• A multi-period stochastic portfolio optimization model applied for an airline company in the EU ETS (Q2926492) (← links)
• NATURAL GAS-FIRED POWER PLANTS VALUATION AND OPTIMIZATION UNDER LÉVY COPULAS AND REGIME SWITCHING (Q2970319) (← links)
• An Approximate Dynamic Programming Approach to Benchmark Practice-Based Heuristics for Natural Gas Storage Valuation (Q3098256) (← links)
• Valuation of Storage at a Liquefied Natural Gas Terminal (Q3109865) (← 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)
• Partial differential equation methods for stochastic dynamic optimization: an application to wind power generation with energy storage (Q4561724) (← links)
• A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)