검색결과 : 9건
| No. | Article |
|---|---|
| 1 |
Continuous-Time Public Good Contribution Under Uncertainty: A Stochastic Control Approach Ferrari G, Riedel F, Steg JH Applied Mathematics and Optimization, 75(3), 429, 2017 |
| 2 |
Irreversible Capital Accumulation with Economic Impact Al Motairi H, Zervos M Applied Mathematics and Optimization, 75(3), 525, 2017 |
| 3 |
Decision-making model of generation technology under uncertainty based on real option theory Ming Z, Ping Z, Shunkun Y, Ge Z Energy Conversion and Management, 110, 59, 2016 |
| 4 |
Cost-effective design of ringwall storage hybrid power plants: A real options analysis Weibel S, Madlener R Energy Conversion and Management, 103, 871, 2015 |
| 5 |
A NONCONVEX SINGULAR STOCHASTIC CONTROL PROBLEM AND ITS RELATED OPTIMAL STOPPING BOUNDARIES De Angelis T, Ferrari G, Moriarty J SIAM Journal on Control and Optimization, 53(3), 1199, 2015 |
| 6 |
IDENTIFYING THE FREE BOUNDARY OF A STOCHASTIC, IRREVERSIBLE INVESTMENT PROBLEM VIA THE BANK-EL KAROUI REPRESENTATION THEOREM Chiarolla MB, Ferrari G SIAM Journal on Control and Optimization, 52(2), 1048, 2014 |
| 7 |
GENERALIZED KUHN-TUCKER CONDITIONS FOR N-FIRM STOCHASTIC IRREVERSIBLE INVESTMENT UNDER LIMITED RESOURCES Chiarolla MB, Ferrari G, Riedel F SIAM Journal on Control and Optimization, 51(5), 3863, 2013 |
| 8 |
Optimal Stopping with Information Constraint Lempa J Applied Mathematics and Optimization, 66(2), 147, 2012 |
| 9 |
ON A STOCHASTIC, IRREVERSIBLE INVESTMENT PROBLEM Chiarolla MB, Haussmann UG SIAM Journal on Control and Optimization, 48(2), 438, 2009 |