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X-WR-CALDESC:Events for Mathematical Sciences
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DTSTART:20190310T080000
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DTSTART;TZID="America/Chicago":20190424T153000
DTEND;TZID="America/Chicago":20190424T164500
DTSTAMP:20190916T222217
CREATED:20190423T211352Z
LAST-MODIFIED:20190430T213629Z
UID:10125-1556119800-1556124300@uwm.edu
SUMMARY:Dissertation Defense: Charles Beer
DESCRIPTION:A Stochastic Control Model for Electricity Producers\n\nCharles Beer\nUniversity of Wisconsin-Milwaukee\nPhD Graduate Student – Dissertator \n“We study optimal control for a coal plant operating on the open electricity market. The model incorporates discontinuous random processes for both the spot price of electricity and the arrival of coal supply shipments which each involve a non-local operator. I will first describe this model in detail and the traditional theory of viscosity solutions to stochastic control problems. I will then present some results on non-local processes by Guy Barles and Cyril Imbert and point out where their work fails to hold for this class of models. Finally\, I will present my results extending their theory of viscosity solutions to non-local stochastic control problems to handle the class of processes used to model electricity prices and many other similar markets.” \nCommittee Members:\nProfs. Richard Stockbridge (Advisor); Istvan Lauko\, Gabriella Pinter\, David Spade\, & Chao Zhu \n
URL:https://uwm.edu/math/event/dissertation-defense-charles-beer/
LOCATION:EMS Building\, Room E495\, E495; 3200 N Cramer St.\, Milwaukee\, WI\, 53211\, United States
CATEGORIES:Colloquia
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