Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A fully backward representation of semilinear PDEs applied to the
  control of thermostatic loads in power systems   We propose a fully backward representation of semilinear PDEs with
application to stochastic control. Based on this, we develop a fully backward
Monte-Carlo scheme allowing to generate the regression grid, backwardly in
time, as the value function is computed. This offers two key advantages in
terms of computational efficiency and memory. First, the grid is generated
adaptively in the areas of interest and second, there is no need to store the
entire grid. The performances of this technique are compared in simulations to
the traditional Monte-Carlo forward-backward approach on a control problem of
thermostatic loads.

27
The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
14
The categories of this paper are: math-ph
24
The categories of this paper are: dg-ga
26
The categories of this paper are: bayes-an
4
The categories of this paper are: cond-mat
37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
31
The categories of this paper are: ao-sci
36
The categories of this paper are: cmp-lg
18
The categories of this paper are: econ
16
The categories of this paper are: stat
32
The categories of this paper are: atom-ph
30
The categories of this paper are: q-alg