Zidani, Hasnaa <br/><br/>
A state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets. 
 Hamilton-Jacobi approach for some stochastic control problems with state constraints 

 - Rio de Janeiro:  IMPA,  2016. 
 - video online 
<br/><br/> Talk. 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Matematica.