000 01514n a2200289#a 4500
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007 cr cuuuuuauuuu
008 160414s2016 bl por d
035 _aocm51338542
040 _aP5A
_cP5A
090 _acs
100 1 _aZidani, Hasnaa
_u(Ensta ParisTech, University of Paris-Saclay, France)
_97545
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.
300 _avideo online
500 _aTalk.
650 0 4 _aMatematica.
_2larpcal
_919899
697 _aCongressos e Seminários.
_923755
711 2 _aAASS Workshop SVAN
_d(2016:
_cIMPA, Rio de Janeiro, Brazil)
856 4 _zVIDEO
_uhttps://www.youtube.com/watch?v=8jFTE_FbghE&index=23&list=PLo4jXE-LdDTQXL-rqH61SZ3tEn0AccnIB
856 4 _zPRESENTATION
_uhttp://svan2016.sciencesconf.org/conference/svan2016/pages/06_ZIDANI_SlidesSVAN16.pdf
856 4 _zABSTRACT
_uhttp://svan2016.sciencesconf.org/conference/svan2016/AbstractZidani.txt
942 _2ddc
_cBK
999 _aA STATE constrained stochastic control problem. Application to optimal exercise of swing contracts in energy markets. Rio de Janeiro: IMPA, 2016. video online. Disponível em: <https://www.youtube.com/watch?v=8jFTE_FbghE&index=23&list=PLo4jXE-LdDTQXL-rqH61SZ3tEn0AccnIB>. Acesso em: 14 abr. 2016.
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