Copertina

Modelling a storage system of a wind farm with a ramp-rate limitation: a semi-Markov modulated Brownian bridge approach

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Azze, Abel, D'Amico, Guglielmo, D'Auria, Bernardo, Vergine, Salvatore
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Applications 60J70, 60K15
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

On the optimal stopping of Gauss-Markov bridges with random pinning points
di: Azze, Abel, et al.
Pubblicazione: (2025)

Optimal stopping of Gauss-Markov bridges
di: Azze, Abel, et al.
Pubblicazione: (2022)

Optimal stopping of an Ornstein-Uhlenbeck bridge
di: Azze, Abel, et al.
Pubblicazione: (2021)

Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
di: Azze, Abel, et al.
Pubblicazione: (2022)

Robust Ergodic Control of Jump-Diffusion Systems under Drift and Intensity Uncertainty
di: Azze, Abel, et al.
Pubblicazione: (2026)

Time evaluation of portfolio for asymmetrically informed traders
di: D'Auria, Bernardo, et al.
Pubblicazione: (2024)

Diffusion limits in the quarter plane and non-semimartingale reflected Brownian motion
di: Atar, Rami, et al.
Pubblicazione: (2024)

Earthquake modelling via Brownian motions on networks
di: Colantoni, Fausto, et al.
Pubblicazione: (2025)

The shape of the front of multidimensional branching Brownian motion
di: Kim, Yujin H., et al.
Pubblicazione: (2024)

Slow diffusion by Markov random flights
di: Kolesnik, Alexander D.
Pubblicazione: (2017)

On the Growth of the Extremal and Cluster Level Sets in Branching Brownian Motion
di: Hartung, Lisa, et al.
Pubblicazione: (2024)

A Probabilistic Proof for Stable Fluctuations in the Extremal Process of Branching Brownian Motion
di: Hartung, Lisa, et al.
Pubblicazione: (2025)

Extremes of Brownian Decision Trees
di: Dȩbicki, Krzysztof, et al.
Pubblicazione: (2025)

A 4/7-limit law for the largest interpoint distance in a rotational ellipsoid
di: Henze, Norbert
Pubblicazione: (2026)

The central limit theorem for slow-fast systems with Lévy noise
di: Yang, Xiaoyu, et al.
Pubblicazione: (2020)

An ergodic theorem for the maximum of branching Brownian motion with absorption
di: Yang, Fan
Pubblicazione: (2024)

Ruin Probability Approximation for Bidimensional Brownian Risk Model with Tax
di: Shashkov, Timofei
Pubblicazione: (2024)

Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound
di: Guérin, Hélène, et al.
Pubblicazione: (2024)

Revisit on the convergence rate of normal extremes
di: Ma, Yutao, et al.
Pubblicazione: (2025)

Cover times of many random walkers on a discrete network
di: Kim, Hyunjoong, et al.
Pubblicazione: (2023)

Markov-bridge representation of ergodic large-deviation principles
di: Renger, D. R. Michiel
Pubblicazione: (2024)

Convergence rate of extreme eigenvalue of Ginibre ensembles to Gumbel distribution
di: Hu, Xinchen, et al.
Pubblicazione: (2025)

Optimal portfolios with anticipating information on the stochastic interest rate
di: D'Auria, Bernardo, et al.
Pubblicazione: (2017)

Branching random walk in the presence of a hard wall
di: Roy, Rishideep
Pubblicazione: (2018)

First passage times with fast immigration
di: Tung, Hwai-Ray, et al.
Pubblicazione: (2025)

Random coverage from within with variable radii, and Johnson-Mehl cover times
di: Penrose, Mathew D., et al.
Pubblicazione: (2024)

Recovering semipermeable barriers from reflected Brownian motion
di: Van Werde, Alexander, et al.
Pubblicazione: (2024)

The Boundary Principle of a Single Big Jump: Refined Asymptotics for Branching Processes with Immigration
di: Zhao, Yunfan
Pubblicazione: (2025)

From 1 to infinity: The log-correction for the maximum of variable-speed branching Brownian motion
di: Alban, Alexander, et al.
Pubblicazione: (2024)

Clumsy and Careless: Stationary-Entry Flux in Non-monotone Coupon Collectors
di: Long, Christopher D.
Pubblicazione: (2026)

The Expiring Coupon Collector: Sliding-Window Surjection Flux and Rare-Entry Laws
di: Long, Christopher D.
Pubblicazione: (2026)

Terminal Defects, Growing Multiplicity, and Variance Extremality in the Double Dixie Cup Problem
di: Long, Christopher D.
Pubblicazione: (2026)

A limit law for the most favorite point of simple random walk on a regular tree
di: Biskup, Marek, et al.
Pubblicazione: (2021)

Cover times with stochastic resetting
di: Linn, Samantha, et al.
Pubblicazione: (2024)

Loss-Given-Default Modeling by Post-Last Passage Time Process
di: Egami, Masahiko, et al.
Pubblicazione: (2020)

KPZ equation limit of sticky Brownian motion
di: Das, Sayan, et al.
Pubblicazione: (2023)

Stable and Fréchet limit theorem for subgraph functionals in the hyperbolic random geometric graph
di: Hirsch, Christian, et al.
Pubblicazione: (2026)

Pitman's and Lévy's theorems for Brownian bridges
di: Hariya, Yuu
Pubblicazione: (2025)

Diffusion approximation of the stationary distribution of a two-level single server queue
di: Miyazawa, Masakiyo
Pubblicazione: (2023)

Universality and ambiguity in extremes of anomalous diffusion
di: Lawley, Sean D
Pubblicazione: (2026)