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20152023
most citedDiscrete-time risk-aware optimal switching with non-adapted costs

4 citations · 10 across the 11 of their papers we have counts for

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math.OC2016

A Limited-Feedback Approximation Scheme for Optimal Switching Problems with Execution Delays

Magnus Perninge

We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering system…