Keyphrases
Numerical Computation
100%
Power Plant
100%
Utility Indifference
100%
Coupled System
50%
PDE
50%
Physical Constraints
50%
Control Problem
50%
Switching Costs
50%
Finite Difference Scheme
50%
Ramp Rate
50%
Simulation Algorithm
50%
Backward Stochastic Differential Equation
50%
Real Option Valuation
50%
Energy Market
50%
Heat Rate
50%
Asset Value
50%
Market Completeness
50%
Physical Assets
50%
Reflected Backward Stochastic Differential Equation
50%
Physical Markets
50%
Option Valuation Models
50%
Optimal Switching Control
50%
System of Variational Inequalities
50%
Engineering
Numerical Computation
100%
Stochastic Differential
100%
Physical Constraint
50%
Coupled System
50%
Switching Control
50%
Simulation Algorithm
50%
Ramp Rate
50%
Heat Rate
50%
Energy Market
50%
Mathematics
Stochastic Differential Equation
100%
Numerical Computation
100%
Partial Differential Equation
50%
Control Problems
50%
Variational Inequality
50%
Difference Scheme
50%
Economics, Econometrics and Finance
Real Options Analysis
100%
Switching Behaviour
100%