Optimal control of an energy storage facility under a changing economic environment and partial information
Anton A. Shardin (Mathematical Institute, BTU Cottbus-Senftenberg, Cottbus, Germany), Michaela Szölgyenyi (Institute of Statistics and Mathematics, Vienna University of Economics and Business, Vienna, Austria)
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Shardin, Anton A. ; Szölgyenyi, Michaela |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 4, p. 1-27
|
| Subject: | Energy storage optimization | hidden Markov model | stochastic differential equation | discontinuous drift | degenerate diffusion | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Kontrolltheorie | Control theory | Analysis | Mathematical analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024916500266 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011523933