On the Statistical Properties of a Cyclic Diffusion Process Arising in the Modeling of Thermostat-Controlled Electric Power System Loads

DOI10.1137/0148026zbMath0639.60092OpenAlexW2055839758MaRDI QIDQ3780233

Chee-Yee Chong, Roland P. Malhamé

Publication date: 1988

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0148026

zbMATH Keywords

Fokker-Planck equationrenewal theoryload modelingcyclic diffusion processhybrid-state Markov processes

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Renewal theory (60K05)

Related Items (5)

A mean field game price model with noise ⋮ A stability analysis of thermostatically controlled loads for power system frequency control ⋮ Convergence characteristics of a maximum likelihood load model identification scheme ⋮ A mean-field game approach to price formation ⋮ Unnamed Item

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