Overall Objectives
Research Program
Application Domains
Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
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Section: Application Domains

Trading applications

In a partnership with Total, we have studied problems dealing with the trading of Liquefied Natural Gas. We have computed maximizing revenue policies, by combining the Stochastic Dual Dynamic Programmin approach (SDDP) with a quantization method for the noise that enters in prices. We have also given partial results for the case of integer decision.