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

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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.
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