Partially observable stochastic optimal control problems for an energy storage
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dynamic programmingenergy marketsenergy storagehidden Markov modelHJB equationhydro-electric pump stationregularizationstochastic optimal control
Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Financial applications of other theories (91G80) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)
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