Stochastic short-term hydropower planning with inflow scenario trees

As in the case of absorbing games, the candidate for the max-min value is independent of the information structure of player 2, and the candidate for the min-max value is independent

Next in Section 3, we provide a probabilistic interpretation of the numerical scheme, by showing that the numerical solution is equivalent to the value function of a

In second step, we consider mixed relaxed-singular stochastic control problems of systems governed by stochastic di¤erential equations of the same type of SDEs de…ned in the

1 Schematic demonstrating the moment to moment activation estimation method. The activation esti- mate at time t is the difference between the data at t and the model

Au-delà du processus d’élaboration des documents, l’analyse de la planification portuaire en tant que levier de négociation des usages du territoire portuaire entre le port et

Under the hypothesis that the options all expire at the end of the investment period, we can infer the prices for every node of these trees, in such a way that the theoretical

In Section 4, we prove the consistency of the exact maximum likelihood esti- mator when the number of components is known. Section 5 is devoted to a simulation study on various

By putting forward a scenario based on the possible polygenesis of linguistic strategies over long periods of time, we conclude that the fact of having a single ancestor to all