A finite-player linear-quadratic stochastic differential game for BESS dispatch yields semi-explicit Nash equilibrium feedback controls and prices, quantifying competitive impacts and asymptotic behavior as agent numbers grow.
Continuous-time stochastic control and optimization with financial applications, volume 61
2 Pith papers cite this work. Polarity classification is still indexing.
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Stein Diffusion Guidance corrects approximate posteriors in diffusion sampling via a Stein variational mechanism and surrogate SOC objective to enable effective guidance beyond high-density regimes.
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Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
A finite-player linear-quadratic stochastic differential game for BESS dispatch yields semi-explicit Nash equilibrium feedback controls and prices, quantifying competitive impacts and asymptotic behavior as agent numbers grow.
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Stein Diffusion Guidance: Training-Free Posterior Correction for Sampling Beyond High-Density Regions
Stein Diffusion Guidance corrects approximate posteriors in diffusion sampling via a Stein variational mechanism and surrogate SOC objective to enable effective guidance beyond high-density regimes.