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01:37:49 Ph.D. course "The mathematics of energy… Ph.D. course "The mathematics of energy markets" - Lecture 6	Ph.D. course "The mathematics of energy markets" - Lecture 6 Stochastic control in continuous time. Dynamic programming and the Hamilton-Jacobi-Bellman equation. Example: gas storage. Computationally simple trees for diffusions. stochastic control hamilton-jacobi-bellman equation dynamic programming computationally simple trees From Tiziano Vargiolu 8 plays 0
01:43:07 Lecture 1 Lecture 1	Lecture 1 Formulation of the problem with a motivating example. Heuristics for the value function and its link with a variational inequality. Verification theorem. singular control stochastic control value function variational inequality hamilton-jacobi-bellman equation verification theorem From Tiziano Vargiolu 8 plays 0