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Extended McKean-Vlasov optimal stochastic control applied to smart grid management

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Figure 1: Loss function l 1 penalizing more the consumption exceedance
Table 1: Table of parameters needed to compute the expansion terms
Figure 4: Time evolution of quantiles of deviations P grid − E h P grid i
Figure 6: Time evolution of the empirical quantiles 95%, 50%, 5% of the state of charge of the storage system Simulation-based bound on approximation error of first order expansion

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