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math.OC2019
Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
Torben Koch, Tiziano Vargiolu
We consider a price-maker company which generates electricity and sells it in the spot market. The company can increase its level of installed power by irreversible installations o…
math.CA2019
Universal Bounds and Monotonicity Properties of Ratios of Hermite and Parabolic Cylinder Functions
Torben Koch
We obtain so far unproved properties of a ratio involving a class of Hermite and parabolic cylinder functions. Those ratios are shown to be strictly decreasing and bounded by unive…