Solutions and Challenges in Computing FBSDEs with Large Jumps for Dam and Reservoir System Operation
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Springer International Publishing
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https://link.springer.com/content/pdf/10.1007/978-3-030-77980-1_40
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1. Towards control of dam and reservoir systems with forward–backward stochastic differential equations driven by clustered jumps;Advanced Control for Applications;2022-05-20
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