| 1 |
Evaluating uncertain investment decisions in low-carbon transition toward renewable energy
Zhang MM, Wang QW, Zhou DQ, Ding H
Applied Energy, 240, 1049, 2019 |
| 2 |
OPTIMAL INVESTMENT WITH TRANSACTION COSTS AND STOCHASTIC VOLATILITY PART II: FINITE HORIZON
Bichuch M, Sircar R
SIAM Journal on Control and Optimization, 57(1), 437, 2019 |
| 3 |
GLOBAL CLOSED-FORM APPROXIMATION OF FREE BOUNDARY FOR OPTIMAL INVESTMENT STOPPING PROBLEMS
Ma JT, Xing J, Zheng H
SIAM Journal on Control and Optimization, 57(3), 2092, 2019 |
| 4 |
Risk Sensitive Control of the Lifetime Ruin Problem
Bayraktar E, Cohen A
Applied Mathematics and Optimization, 77(2), 229, 2018 |
| 5 |
Turbine investment optimisation for energy recovery plants by utilising historic steam flow profiles
Venter PV, Terblanche SE, van Eldik M
Energy, 155, 668, 2018 |
| 6 |
Optimal battery energy storage investment in buildings
Pandzic H
Energy and Buildings, 175, 189, 2018 |
| 7 |
Defer option valuation and optimal investment timing of solar photovoltaic projects under different electricity market systems and support schemes
Cheng C, Wang Z, Liu MM, Chen Q, Gbatu AP, Ren XH
Energy, 127, 594, 2017 |
| 8 |
OPTIMAL INVESTMENT WITH TRANSACTION COSTS AND STOCHASTIC VOLATILITY PART I: INFINITE HORIZON
Bichuch M, Sircar R
SIAM Journal on Control and Optimization, 55(6), 3799, 2017 |
| 9 |
Utility Indifference Valuation for Non-smooth Payoffs with an Application to Power Derivatives
Benedetti G, Campi L
Applied Mathematics and Optimization, 73(2), 349, 2016 |
| 10 |
Optimal planning of the Nordic transmission system with 100% electric vehicle penetration of passenger cars by 2050
Graabak I, Wu QW, Warland L, Liu ZX
Energy, 107, 648, 2016 |
