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001 | 36844 | ||
003 | P5A | ||
005 | 20221213140547.0 | ||
007 | cr cuuuuuauuuu | ||
008 | 160414s2016 bl por d | ||
035 | _aocm51338542 | ||
040 |
_aP5A _cP5A |
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090 | _acs | ||
100 | 1 |
_aZidani, Hasnaa _u(Ensta ParisTech, University of Paris-Saclay, France) _97545 |
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245 | 1 | 2 | _aA state constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets. |
246 | 1 | 2 | _aHamilton-Jacobi approach for some stochastic control problems with state constraints |
260 |
_aRio de Janeiro: _bIMPA, _c2016. |
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300 | _avideo online | ||
500 | _aTalk. | ||
650 | 0 | 4 |
_aMatematica. _2larpcal _919899 |
697 |
_aCongressos e Seminários. _923755 |
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711 | 2 |
_aAASS Workshop SVAN _d(2016: _cIMPA, Rio de Janeiro, Brazil) |
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856 | 4 |
_zVIDEO _uhttps://www.youtube.com/watch?v=8jFTE_FbghE&index=23&list=PLo4jXE-LdDTQXL-rqH61SZ3tEn0AccnIB |
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856 | 4 |
_zPRESENTATION _uhttp://svan2016.sciencesconf.org/conference/svan2016/pages/06_ZIDANI_SlidesSVAN16.pdf |
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856 | 4 |
_zABSTRACT _uhttp://svan2016.sciencesconf.org/conference/svan2016/AbstractZidani.txt |
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942 |
_2ddc _cBK |
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999 |
_aA STATE constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets. Rio de Janeiro: IMPA, 2016. video online. DisponÃvel em: <https://www.youtube.com/watch?v=8jFTE_FbghE&index=23&list=PLo4jXE-LdDTQXL-rqH61SZ3tEn0AccnIB>. Acesso em: 14 abr. 2016. _c35643 _d35643 |