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Preprint 19100


Optimal Installation of Solar Panels with Price Impact: A Solvable Singular Stochastic Control Problem

Authors: Torben Koch, Tiziano Vargiolu Projects: C4
Published: SIAM Journal of Control and Optimization 59, no. 4 (2021), 3068–3095
Submission Date: 11.11.2019 Submitter: Frank Riedel
Download: PDF
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