Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids.

< Back to ILB Patrimony
Authors
Publication date
2019
Publication type
Other
Summary In this paper, we prove the existence and uniqueness of the solution of a coupled Mean-Field Forward-Backward SDE system with Jumps. Then, we give an application in the field of storage problem in smart grids, studied in [4] in the case where the production of electricity is not predictable due, for example, to the changes in meteorological forecasts.
See the publication
Topics of the publication
  • ...
    • No themes identified
Themes detected by scanR from retrieved publications. For more information, see https://scanr.enseignementsup-recherche.gouv.fr