Distributed energy resources flexibility as volumetric options on electricity

DOI10.3934/fmf.2023018zbMath1530.91451OpenAlexW4386901479MaRDI QIDQ6187722

Hélyette Geman, Yuanye Ma

Publication date: 15 January 2024

Published in: Frontiers of Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/fmf.2023018

zbMATH Keywords

recurrent neural networkmachine learningdistributed energy resourceconsumption flexibilityvolumetric option

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

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• Valuing American Options by Simulation: A Simple Least-Squares Approach
• OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
• Approximation by superpositions of a sigmoidal function

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