Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (Q5012330)
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scientific article; zbMATH DE number 7389173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem |
scientific article; zbMATH DE number 7389173 |
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Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem (English)
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1 September 2021
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singular stochastic control
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irreversible investment
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variational inequality
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Ornstein-Uhlenbeck process
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market impact
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