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1.
A state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets. by
  • Zidani, Hasnaa
  • AASS Workshop SVAN (2016: IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Hamilton-Jacobi approach for some stochastic control problems with state constraints
Online access:
Availability: No items available.

2.
Stochastic Optimal Control/ Hasnaa Zidani. by
  • Zidani, Hasnaa
  • SVAN 2016 (IMPA, Rio de Janeiro, Brazil)
; Format: available online remote
Publication details: Rio de Janeiro: IMPA, 2016
Other title:
  • Minicurso: Stochastic Optimal Control
Availability: No items available.

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