Zobrazeno 1 - 10
of 31
pro vyhledávání: '"LECLERE, VINCENT"'
This paper studies how to aggregate prosumers (or large consumers) and their collective decisions in electricity markets, with a focus on fairness. Fairness is essential for prosumers to participate in aggregation schemes. Some prosumers may not be a
Externí odkaz:
http://arxiv.org/abs/2402.00471
Autor:
Bleyer, Jeremy, Leclère, Vincent
This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and robust optimization theories. We first derive generic robust limit analy
Externí odkaz:
http://arxiv.org/abs/2203.11354
Autor:
Forcier, Maël, Leclère, Vincent
Adaptive Partition-based Methods (APM) are numerical methods to solve two-stage stochastic linear problems (2SLP). The core idea is to iteratively construct an adapted partition of the space of alea in order to aggregate scenarios while conserving th
Externí odkaz:
http://arxiv.org/abs/2109.04818
Risk-averse multistage stochastic programs appear in multiple areas and are challenging to solve. Stochastic Dual Dynamic Programming (SDDP) is a well-known tool to address such problems under time-independence assumptions. We show how to derive a du
Externí odkaz:
http://arxiv.org/abs/2107.10930
We show that the multistage linear problem (MSLP) with an arbitrary cost distribution is equivalent to a MSLP on a finite scenario tree. We establish this exact quantization result by analyzing the polyhedral structure of MSLPs. In particular, we sho
Externí odkaz:
http://arxiv.org/abs/2107.09566
Influence Diagrams (ID) are a flexible tool to represent discrete stochastic optimization problems, including Markov Decision Process (MDP) and Partially Observable MDP as standard examples. More precisely, given random variables considered as vertic
Externí odkaz:
http://arxiv.org/abs/1902.07039
We discuss risked competitive partial equilibrium in a setting in which agents are endowed with coherent risk measures. In contrast to socialplanning models, we show by example that risked equilibria are not unique, even when agents' objective functi
Externí odkaz:
http://arxiv.org/abs/1706.08398
We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is one of t
Externí odkaz:
http://arxiv.org/abs/1705.08672
Publikováno v:
Computational Management Science; 9/26/2024, Vol. 21 Issue 2, p1-25, 25p
Autor:
Leclere, Vincent
Le contrôle optimal stochastique (en temps discret) s'intéresse aux problèmes de décisions séquentielles sous incertitude. Les applications conduisent à des problèmes d'optimisation degrande taille. En réduisant leur taille, les méthodes de
Externí odkaz:
http://www.theses.fr/2014PEST1092/document