Particularly in electricity markets, the evaluation of (swing) options requires efficient algorithms for multiple stopping and more complicated control optimization problems. Initially, the dual martingale approach was extended to general optimal control problems by [BSS10]. A first breakthrough was achieved in [Sch12] where a new dual martingale representation for multiple stopping problems was developed. This representation has been extended to much more general pay-off profiles in [BSZ15] (see also [BMS13]). In this extended setting it is possible to treat more realistic energy derivatives by the Monte Carlo method. Such derivatives may involve several volume and exercise refraction constraints, as well as processes driving several underlying energy titles. A novel simulation based primal approach for (standard) multiple stopping, hence the pricing of (simply structured) swing options was developed in [BS06]. A main general goal is the highly non-trivial extension of the above mentioned methods to problems of general control optimization.