Blar i Institutt for matematiske fag på forfatter "Følstad, Erik Magnus G."
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Numerical Methods for Valuation and Optimal Operation of Natural Gas Storage
Følstad, Erik Magnus G. (Master thesis, 2015)The thesis describes different approaches for solving numerically a PDE model for the valuation and optimal operation of a natural gas storage facility, characterized as a Hamilton Jacobi Bellman (HJB) equation. The HJB ...