Extended Mckean-Vlasov optimal stochastic control applied to smart grid management,

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

zbMATH Keywords

mean-field controlenergy managementnumerical methods for stochastic control

Mathematics Subject Classification ID

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

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