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math.OC2023
An entropy penalized approach for stochastic control problems. Complete version
Thibaut Bourdais, Nadia Oudjane, Francesco Russo
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space…
math.OC2023
Reimagining Demand-Side Management with Mean Field Learning
Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1
Integrating renewable energy into the power grid while balancing supply and demand is a complex issue, given its intermittent nature. Demand side management (DSM) offers solutions…