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"Optimal Installation of Solar Panels with Price Impact: A Solvable ..."

Torben Koch, Tiziano Vargiolu (2021)

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DOI: 10.1137/19M1300972

access: closed

type: Journal Article

metadata version: 2021-10-05

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  - https://dblp.org/rec/journals/siamco/KochV21
Torben Koch, Tiziano Vargiolu:
Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem. SIAM J. Control. Optim. 59(4): 3068-3095 (2021)

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