Zobrazeno 1 - 10
of 258
pro vyhledávání: '"De Lara, Michel"'
We propose a unified view of the polarity of functions, that encompasses all specific definitions, generalizes several well-known properties and provides new results. We show that bipolar sets and bipolar functions are isomorphic lattices. Also, we e
Externí odkaz:
http://arxiv.org/abs/2410.16773
Autor:
Parra, Camila Martinez, de Lara, Michel, Chancelier, Jean-Philippe, Carpentier, Pierre, Janin, Jean-Marc, Ruiz, Manuel
The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage value) associated with stored energy in large storages, a cost obtained by
Externí odkaz:
http://arxiv.org/abs/2408.17113
The development of hydrogen infrastructures requires to reduce their costs. In this paper, we develop a multistage stochastic optimization model for the management of a hydrogen infrastructure which consists of an electrolyser, a compressor and a sto
Externí odkaz:
http://arxiv.org/abs/2407.01053
Fenchel-Young losses are a family of convex loss functions, encompassing the squared, logistic and sparsemax losses, among others. Each Fenchel-Young loss is implicitly associated with a link function, for mapping model outputs to predictions. For in
Externí odkaz:
http://arxiv.org/abs/2405.14574
In energy management, it is common that strategic investment decisions (storage capacity, production units) are made at a slow time scale, whereas operational decisions (storage, production) are made at a fast time scale: for such problems, the total
Externí odkaz:
http://arxiv.org/abs/2303.03985
Autor:
Vessaire, Cyrille, Chancelier, Jean-Philippe, de Lara, Michel, Carpentier, Pierre, Rodríguez-Martínez, Alejandro
Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewards, and probability transitions. When in a given state and at a given
Externí odkaz:
http://arxiv.org/abs/2301.08567
In multistage decision problems, it is often the case that an initial strategic decision (such as investment) is followed by many operational ones (operating the investment). Such initial strategic decision can be seen as a parameter affecting a mult
Externí odkaz:
http://arxiv.org/abs/2212.10384
Autor:
de Lara, Michel
In his monograph \emph{Conjugate Duality and Optimization}, Rockafellar puts forward a ``perturbation + duality'' method to obtain a dual problem for an original minimization problem. First, one embeds the minimization problem into a family of pertur
Externí odkaz:
http://arxiv.org/abs/2211.13083
We consider sequences-indexed by time (discrete stages)-of families of multistage stochastic optimization problems. At each time, the optimization problems in a family are parameterized by some quantities (initial states, constraint levels.. .). In t
Externí odkaz:
http://arxiv.org/abs/2208.13522
In this study, a microgrid with storage (battery, hot water tank) and solar panel is considered. We benchmark two algorithms, MPC and SDDP, that yield online policies to manage the microgrid, and compare them with a rule based policy. Model Predictiv
Externí odkaz:
http://arxiv.org/abs/2205.07700