Titlebook: Renewable Energy: Forecasting and Risk Management; Paris, France, June Philippe Drobinski,Mathilde Mougeot,Peter Tankov Conference proceed

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The Optimal Control of Storage for Arbitrage and Buffering, with Energy Applicationss to the control of energy systems in a stochastic and typically time-heterogeneous environment. Our philosophy is that of viewing the problem as being formally one of stochastic dynamic programming (SDP), but of recasting the SDP recursion in terms of functions which, if known, would reduce the ass