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math.PR2017
An Extended Mean Field Game for Storage in Smart Grids
Clemence Alasseur, Imen Ben Tahar, Anis Matoussi
We consider a stylized model for a power network with distributed local power generation and storage. This system is modeled as network connection a large number of nodes, where ea…
math.PR2013
The Obstacle Problem for Quasilinear Stochastic PDEs with non-homogeneous operator
Denis Laurent, Matoussi Anis, Zhang Jing
We prove the existence and uniqueness of solution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator. Our method is based on analyti…
math.PR2012
Maximum Principle for Quasilinear Stochastic PDEs with Obstacle
Denis Laurent, Matoussi Anis, Zhang Jing
We prove a maximum principle for local solutions of quasilinear stochastic PDEs with obstacle (in short OSPDE). The proofs are based on a version of Itô's formula and estimates for…