Partially observable stochastic optimal control problems for an energy storage (Q2974866)

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Partially observable stochastic optimal control problems for an energy storage
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    Partially observable stochastic optimal control problems for an energy storage (English)
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    11 April 2017
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    stochastic optimal control
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    HJB equation
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    energy markets
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    hidden Markov model
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    dynamic programming
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    regularization
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    energy storage
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    hydro-electric pump station
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