A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (2015)
Attributed to:
Optimal Prediction in Local Electricity Markets
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1137/14096801x
Publication URI: http://dx.doi.org/10.1137/14096801x
Type: Journal Article/Review
Parent Publication: SIAM Journal on Control and Optimization
Issue: 3