Optimal Control of an Energy Storage Facility Under a Changing Economic Environment and Partial Information

Michaela Szölgyenyi, A. Shardin

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1650026
Number of pages27
JournalInternational Journal of Theoretical and Applied Finance
Volume19
Issue number4
DOIs
Publication statusPublished - 2016

Fields of science

  • 101 Mathematics
  • 101007 Financial mathematics
  • 101019 Stochastics
  • 101025 Number theory

JKU Focus areas

  • Computation in Informatics and Mathematics

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