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math.OC2017
Optimal Forward Trading and Battery Control Under Renewable Electricity Generation
Juri Hinz, Jeremy Yee
The increased market penetration of renewable energy sources and the rapid development of electric battery storage technologies yield a potential for reducing electricity price vol…
math.OC2016★ 1 cited
Commodity Resource Valuation And Extraction: A Pathwise Programming Approach
Juri Hinz, Tanya Tarnopolskaya, Jeremy Yee
Complexity and uncertainty associated with commodity resource valuation and extraction requires stochastic control methods suitable for high dimensional states. Recent progress in…