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math.OC2026
Optimality of Threshold Policies for Heat Storage Optimization and a Policy Gradient Algorithm
Nicole Bäuerle, Florian Döttling
We study the optimal control of a stylized finite-horizon heat-storage system operated by a prosumer who can buy heat from and sell heat to a district heating network. Heat product…
math.OC2026
Policy stability and ultimate stationarity in discounted risk-sensitive stochastic control
Nicole Bäuerle, Marcin Pitera, Łukasz Stettner
We study discrete-time Markov Decision Processes (MDPs) on finite state-action spaces and analyze the stability of optimal policies and value functions in the long-run discounted r…