{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,24]],"date-time":"2026-01-24T09:23:48Z","timestamp":1769246628738,"version":"3.49.0"},"reference-count":38,"publisher":"Walter de Gruyter GmbH","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2021,12,1]]},"abstract":"<jats:title>Abstract<\/jats:title>\n               <jats:p>We propose a fully backward representation\nof semilinear PDEs with application to stochastic control.\nBased on this, we develop a fully backward Monte-Carlo scheme allowing to\ngenerate the regression grid, backwardly in time, as the value function is\ncomputed. This offers two key advantages in terms of computational\nefficiency and memory. First, the grid is generated adaptively in the areas of interest, and second, there is no need to store the entire grid.\nThe performances of this technique are compared in simulations\nto the traditional Monte-Carlo forward-backward approach\non a control problem of thermostatic loads.<\/jats:p>","DOI":"10.1515\/mcma-2021-2095","type":"journal-article","created":{"date-parts":[[2021,11,12]],"date-time":"2021-11-12T10:02:19Z","timestamp":1636711339000},"page":"347-371","source":"Crossref","is-referenced-by-count":3,"title":["A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems"],"prefix":"10.1515","volume":"27","author":[{"given":"Lucas","family":"Izydorczyk","sequence":"first","affiliation":[{"name":"ENSTA Paris, Institut Polytechnique de Paris , Unit\u00e9 de Math\u00e9matiques Appliqu\u00e9es (UMA) , Palaiseau , France"}]},{"given":"Nadia","family":"Oudjane","sequence":"additional","affiliation":[{"name":"EDF R&D ; and FiME (Laboratoire de Finance des March\u00e9s de l\u2019Energie (Dauphine, CREST, EDF R&D)) , Palaiseau , France"}]},{"given":"Francesco","family":"Russo","sequence":"additional","affiliation":[{"name":"ENSTA Paris, Institut Polytechnique de Paris , Unit\u00e9 de Math\u00e9matiques Appliqu\u00e9es (UMA) , Palaiseau , France"}]}],"member":"374","published-online":{"date-parts":[[2021,10,21]]},"reference":[{"key":"2023040102193262568_j_mcma-2021-2095_ref_001","doi-asserted-by":"crossref","unstructured":"C.  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