Search for tag: "singular control"

Ph.D. course "The mathematics of energy… duration 1 hour 37 minutes Ph.D. course "The mathematics of energy… Ph.D. course "The mathematics of energy markets" - Lecture 5	Ph.D. course "The mathematics of energy markets" - Lecture 5 Ito processes and Ito-Doeblin formula. Stochastic… ito process +3 More From Tiziano Vargiolu May 16th, 2023 5 plays 0
Lecture 7 duration 1 hour 51 minutes Lecture 7 Lecture 7	Lecture 7 End of non-Markovian setting. Two-sided singular… singular control +4 More From Tiziano Vargiolu April 3rd, 2023 7 plays 0
Lecture 6 duration 1 hour 55 minutes Lecture 6 Lecture 6	Lecture 6 Links between singular stochastic control and… singular control +6 More From Tiziano Vargiolu March 31st, 2023 7 plays 0
Lecture 3 duration 1 hour 28 minutes Lecture 3 Lecture 3	Lecture 3 Links between singular stochastic control and… singular control +7 More From Tiziano Vargiolu March 24th, 2023 9 plays 0
Lecture 1 duration 1 hour 43 minutes Lecture 1 Lecture 1	Lecture 1 Formulation of the problem with a motivating… singular control +5 More From Tiziano Vargiolu March 22nd, 2023 25 plays 0

Ph.D. course "The mathematics of energy markets" - Lecture 5