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markov kettemarkov chainmonte carlo simulationstochastischer prozessstochastic processapproximation methodsmethods piecewisepiecewise deterministicdeterministic markovmarkov processesprocesses costscosts optimaloptimal controlcontrol energyenergy storagestorage facilityfacility changingchanging economiceconomic environmentenvironment partialpartial informationinformation modelingmodeling performanceperformance certaincertain writewrite strategiesstrategiesdividend maximisationphase type approximationspiecewise deterministic markov processquasi monte carlo methodsrisk theoryenergy storage optimizationhidden markov modelstochastic differential equationdiscontinuous driftdegenerate diffusionmathematical analysisstock optionfinancial investmentcapital income
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