Work

Mean Field Approximation of an Optimal Control Problem for the Continuity Equation Arising in Smart Charging

Year: 2023

Type: article

Source: Applied Mathematics & Optimization

DOI: 10.1007/s00245-023-10054-w

Author: Adrien Séguret

Institutions: Centre de Recherche en Mathématiques de la Décision, Université Paris Sciences et Lettres, Laboratoire de Finance des Marchés de l'Énergie, EDF Lab Paris-Saclay (France), Université Paris Dauphine-PSL

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, Fondation Mathématique Jacques Hadamard

Award: Institute for Mathematical and Statistical Innovation

OpenAlex ID: W4322825420

FWCI: 0.839

Cites: 48

Cited by: 4

Related to: 10