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math.OC2017
Management of a hydropower system via convex duality
Kristina Rognlien Dahl
We consider the problem of managing a hydroelectric power plant system. The system consists of N hydropower dams, which all have some maximum production capacity. The inflow to the…
math.OC2017
Forward Backward Stochastic Differential Equation Games with Delay and Noisy Memory
Kristina Rognlien Dahl
The main goal of this paper is to study a stochastic game connected to a system of forward backward stochastic differential equations (FBSDEs) involving delay and so-called noisy m…