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eess.SY2025
A Deep Learning Approach to Renewable Capacity Installation under Jump Uncertainty
Nacira Agram, Fred Espen Benth, Giulia Pucci +1
We study a stochastic model for the installation of renewable energy capacity under demand uncertainty and jump driven dynamics. The system is governed by a multidimensional Ornste…
math.OC2025
Deep Learning for Energy Market Contracts: Dynkin Game with Doubly RBSDEs
Nacira Agram, Ihsan Arharas, Giulia Pucci +1
We formulate a Contract for Difference (CfD) with early exit options as a two-player zero-sum Dynkin game, reflecting the strategic interaction between an electricity producer and…