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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Keywords
mean-field control; state constraints; neural networks;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-12-05 (Big Data)
- NEP-CMP-2022-12-05 (Computational Economics)
- NEP-ENE-2022-12-05 (Energy Economics)
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