A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980)
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scientific article; zbMATH DE number 7457829
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| English | A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems |
scientific article; zbMATH DE number 7457829 |
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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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0.84664017
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0.8443607
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0.84019774
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0.8387343
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0.83719575
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0.83660144
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