14 citations · 36 across the 3 of their papers we have counts for
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math.OC2018
A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems
Alessandro Balata, Côme Huré, Mathieu Laurière +2
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 co…
math.OC2018
Regression Monte Carlo for Microgrid Management
Clemence Alasseur, Alessandro Balata, Sahar Ben Aziza +3
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 sys…