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A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems - MaRDI portal

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

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