Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Alessandro Balata"'
Autor:
Aditya Maheshwari, Sahar Ben Aziza, Xavier Warin, Clémence Alasseur, Alessandro Balata, Peter Tankov
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 46-67 (2019)
We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high renewable product
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7c9466496493f7122f86584f6c1e83a
https://www.esaim-proc.org/articles/proc/pdf/2019/01/proc196503.pdf
https://www.esaim-proc.org/articles/proc/pdf/2019/01/proc196503.pdf
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while maintaining
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2862f1c8609a7ba1721a513a00d70e1d
http://arxiv.org/abs/1905.00107
http://arxiv.org/abs/1905.00107
Publikováno v:
ESAIM: Proceedings and Surveys, Vol 65, Pp 114-144 (2019)
We address a class of McKean-Vlasov (MKV) control problems with common noise, called polynomial conditional MKV, and extending the known class of linear quadratic stochastic MKV control problems. We show how this polynomial class can be reduced by su
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6ff2f2f4d5dfb57ee4ad9513b6f9cd53
https://hal.archives-ouvertes.fr/hal-01718751
https://hal.archives-ouvertes.fr/hal-01718751