A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection
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Published:2023
Issue:3&4
Volume:13
Page:555-582
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ISSN:2155-3289
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Container-title:Numerical Algebra, Control and Optimization
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language:
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Short-container-title:NACO
Author:
Germain Maximilien, ,Pham Huyên,Warin Xavier, ,
Publisher
American Institute of Mathematical Sciences (AIMS)
Subject
Applied Mathematics,Control and Optimization,Algebra and Number Theory,General Medicine