A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980)

From MaRDI portal
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)
    0 references
    0 references
    0 references
    0 references
    17 January 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Ornstein-Uhlenbeck processes
    0 references
    probabilistic representation of PDEs
    0 references
    time-reversal of diffusion
    0 references
    stochastic control
    0 references
    HJB equation
    0 references
    regression Monte-Carlo scheme
    0 references
    demand-side management
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references