A dimension-reduced HJB-FP stochastic control formulation for joint day-ahead bidding and real-time battery operation in PV systems with storage.
On the Connection be- tween the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
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State constrained stochastic optimal control of a PV system with battery storage via Fokker-Planck and Hamilton-Jacobi-Bellman equations
A dimension-reduced HJB-FP stochastic control formulation for joint day-ahead bidding and real-time battery operation in PV systems with storage.