A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation
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More about this item
KeywordsOptimal switching; Monte Carlo; empirical regressions; electricity market; structural model; capacity expansion;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-11-11 (All new papers)
- NEP-CMP-2012-11-11 (Computational Economics)
- NEP-ENE-2012-11-11 (Energy Economics)
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