Intraday renewable electricity trading: advanced modeling and numerical optimal control

DOI10.1186/s13362-020-0071-xzbMath1462.49056OpenAlexW3018655772MaRDI QIDQ2022115

Yanyan Li

Publication date: 27 April 2021

Published in: Journal of Mathematics in Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13362-020-0071-x

zbMATH Keywords

Hamilton-Jacobi-Bellman equationnumerical optimizationintraday trading

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Financial applications of other theories (91G80) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDE constrained optimization (numerical aspects) (49M41)

Related Items (3)

Optimal Cross-Border Electricity Trading ⋮ Equilibrium price in intraday electricity markets ⋮ Intraday power trading: toward an arms race in weather forecasting?

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• On existence and uniqueness of solutions of Hamilton-Jacobi equations
• 9. A Reduced Basis Method For The Hamilton–Jacobi–Bellman Equation Within The European Union Emission Trading Scheme
• Stochastic differential equations. An introduction with applications.

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