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ǂA ǂdeep learning approach to renewable capacity installation under jump uncertainty
Nacira Agram, Fred Espen Benth, Giulia Pucci, Jan Rems
Izvirni znanstveni članek
Oznake: obnovljivi viri energije;globoko učenje;optimalna stohastična kontrola;capacity installation;renewable energy expansion;jump diffusion;BSDEs;deep learning;optimal stochastic control;threshold control;
We study a stochastic model for the installation of renewable energy capacity under demand uncertainty and jump driven dynamics. The system is governed by a multidimensional Ornstein-Uhlenbeck (OU) process driven by a subordinator, capturing abrupt variations in renewable generation and electricity ...
Leto: 2026 Vir: Fakulteta za matematiko in fiziko (UL FMF)
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