Extended Mckean-Vlasov optimal stochastic control applied to smart grid management,
From MaRDI portal
Publication:5093794
DOI10.1051/cocv/2022034zbMath1497.93240OpenAlexW2962104510WikidataQ114011456 ScholiaQ114011456MaRDI QIDQ5093794
Emmanuel Gobet, Maxime Grangereau
Publication date: 1 August 2022
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2022034
Optimal stochastic control (93E20) Large-scale systems (93A15) Mean field games and control (49N80) Networked control (93B70)
Related Items (3)
Newton Method for Stochastic Control Problems ⋮ Laplace principle for large population games with control interaction ⋮ Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
Cites Work
- Unnamed Item
- Discrete time McKean-Vlasov control problem: a dynamic programming approach
- Linear forward-backward stochastic differential equations with random coefficients
- Weak existence and uniqueness for forward-backward SDEs
- Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics
- Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Diffusion-type models with given marginal distribution and autocorrelation function
- Generalized quantiles as risk measures
- An extended mean field game for storage in smart grids
- A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems
- Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
- Bellman equation and viscosity solutions for mean-field stochastic control problem
- A General Stochastic Maximum Principle for Optimal Control Problems
- Backward Stochastic Differential Equations in Finance
- Cemracs 2017: numerical probabilistic approach to MFG
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective
- Probabilistic Theory of Mean Field Games with Applications I
This page was built for publication: Extended Mckean-Vlasov optimal stochastic control applied to smart grid management,