Login / Signup
Optimal Exercise of Swing Contracts in Energy Markets: An Integral Constrained Stochastic Optimal Control Problem.
Matteo Basei
Annalisa Cesaroni
Tiziano Vargiolu
Published in:
SIAM J. Financial Math. (2014)
Keyphrases
</>
minimum energy
optimal solution
worst case
closed form
supply chain
optimal control