A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (2019)
Attributed to:
Optimal Prediction in Local Electricity Markets
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1287/moor.2018.0934
Publication URI: http://dx.doi.org/10.1287/moor.2018.0934
Type: Journal Article/Review
Parent Publication: Mathematics of Operations Research
Issue: 2