A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980): Difference between revisions
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Revision as of 18:21, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems |
scientific article |
Statements
A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (English)
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17 January 2022
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Ornstein-Uhlenbeck processes
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probabilistic representation of PDEs
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time-reversal of diffusion
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stochastic control
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HJB equation
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regression Monte-Carlo scheme
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demand-side management
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