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20142020
most citedFinite-horizon optimal multiple switching with signed switching costs

25 citations · 42 across the 9 of their papers we have counts for

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math.OC2016

Optimal Entry to an Irreversible Investment Plan with Non Convex Costs

Tiziano De Angelis, Giorgio Ferrari, Randall Martyr +1

A problem of optimally purchasing electricity at a real-valued spot price (that is, with potentially negative cost) has been recently addressed in De Angelis, Ferrari and Moriarty…