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Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem.
Torben Koch
Tiziano Vargiolu
Published in:
SIAM J. Control. Optim. (2021)
Keyphrases
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stochastic control
optimal control
queueing systems
control problems
brownian motion
operations management
partial differential equations
special case
dynamic programming
multiscale
reinforcement learning
computational complexity
stochastic process