4 papers
Trading in residential energy systems with storage: a kinetic mean-field approach
Margherita Fabini, Andrea Pascucci, Alessio Rondelli
We study a stochastic optimal control problem motivated by the operation of a large ensemble of residential storage devices coordinated by an energy aggregator. The aggregator remu…
Well-posedness of kinetic McKean-Vlasov equations
Andrea Pascucci, Alessio Rondelli
We consider the McKean-Vlasov equation where is the law of . We specifically consider the kinetic case, where the e…
McKean-Vlasov stochastic equations with Hölder coefficients
Andrea Pascucci, Alessio Rondelli
This work revisits the well-posedness of non-degenerate McKean-Vlasov stochastic differential equations with Hölder continuous coefficients, recently established by Chaudru de Ray…
Existence and uniqueness results for strongly degenerate McKean-Vlasov equations with rough coefficients
Andrea Pascucci, Alessio Rondelli, Alexander Yu Veretennikov
We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently…