This note presents an algorithm for deriving first order conditions applicable to the most common optimisation problems encountered in dynamic stochastic models automatically. Given a symbolic library or a computer algebra system one can efficiently derive first order conditions which can then...

Energy storage is a potential alternative to conventional network reinforcement of the low voltage (LV) distribution network to ensure the grid’s infrastructure remains within its operating constraints. This paper presents a study on the control of such storage devices, owned by distribution...