Approximate Dynamic Programming for Commodity and Energy Merchant Operations
We study the merchant operations of commodity and energy conversion assets. Examples of such assets include natural gas pipelines systems, commodity swing options, and power plants. Merchant operations involves managing these assets as real options on commodity and energy prices with the objective o...
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| Format: | Others |
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Research Showcase @ CMU
2014
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| Online Access: | http://repository.cmu.edu/dissertations/350 http://repository.cmu.edu/cgi/viewcontent.cgi?article=1350&context=dissertations |