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Price Volatility in Electricity Markets: A Stochastic Control Perspective.
Avinash Mohan
Shie Mannor
Arman C. Kizilkale
Published in:
CoRR (2020)
Keyphrases
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electricity markets
stochastic control
control problems
queueing systems
optimal control
operations management
market clearing
software agents
market participants
stock market
cooperative
garch model
profit maximizing
edge detection
arrival rate
brownian motion