Irreversible investments with delayed reaction : an application to generation re-dispatch in power system operation
Year of publication: |
2014
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Authors: | Perninge, Magnus ; Söder, Lennart |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 79.2014, 2, p. 195-224
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Subject: | Delayed reaction | Irreversible investment | Impulse control | Numerical solution | Power system operation | Reflected BSDE | Snell envelope | Theorie | Theory | Stochastischer Prozess | Stochastic process | Elektrizitätswirtschaft | Electric power industry | Mathematische Optimierung | Mathematical programming |
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