Search for tag: "stochastic 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 6	Ph.D. course "The mathematics of energy markets" - Lecture 6 Stochastic control in continuous time. Dynamic… stochastic control +3 More From Tiziano Vargiolu 13 plays 0
Ph.D. course "The mathematics of energy… duration 1 hour 27 minutes Ph.D. course "The mathematics of energy… Ph.D. course "The mathematics of energy markets" - Lecture 1	Ph.D. course "The mathematics of energy markets" - Lecture 1 Structured products in energy markets. Stochastic… structured product +4 More From Tiziano Vargiolu 13 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 24 plays 0

Ph.D. course "The mathematics of energy markets" - Lecture 6