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~subject:"Hamilton-Jacobi-Bellman (HJB) equation"
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Hamilton-Jacobi-Bellman (HJB) equation
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Optimal intraday power trading with a Gaussian additive process
Edoli, Enrico
;
Gallana, Marco
;
Vargiolu, Tiziano
- In:
The journal of energy markets
10
(
2017
)
4
,
pp. 23-42
Persistent link: https://www.econbiz.de/10011999469
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