ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
ICML
2006
IEEE
14 years 5 months ago
2006
IEEE
When the transition probabilities and rewards of a Markov Decision Process are specified exactly, the problem can be solved without any interaction with the environment. When no s...