Warin, Xavier Reservoir optimization and machine learning methods. (English) Zbl 07836963 EURO J. Comput. Optim. 11, Article ID 100068, 23 p. (2023). MSC: 90C30 90C90 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Germain, Maximilien; Pham, Huyên; Warin, Xavier A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection. (English) Zbl 1518.49045 Numer. Algebra Control Optim. 13, No. 3-4, 555-582 (2023). MSC: 49N80 49M99 68T07 93E20 49J55 49L25 90C39 65M15 35K55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv