Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2019

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

Résumé

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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Dates et versions

hal-02160898 , version 1 (20-06-2019)

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Anis Matoussi, Arij Manai, Rym Salhi. Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids. 2019. ⟨hal-02160898⟩
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