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Valuing CO2 Emission Allowances with Stochastic Control.
Olivier Davidau
Mireille Bossy
Nadia Maïzi
Odile Pourtallier
Published in:
ERCIM News (2009)
Keyphrases
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stochastic control
greenhouse gases
queueing systems
optimal control
operations management
control problems
brownian motion
climate change
supply chain management
markov processes
reinforcement learning
scheduling problem
stochastic process