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20212025
most citedState-Space Models Win the IEEE DataPort Competition on Post-covid Day-ahead Electricity Load Forecasting

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math.OC2023

A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets

Quentin Jacquet, Wim van Ackooij, Clémence Alasseur +1

We consider a revenue maximization model, in which a company aims at designing a menu of contracts, given a population of customers. A standard approach consists in constructing an…

math.OC2022

Tight Bound for Sum of Heterogeneous Random Variables: Application to Chance Constrained Programming

Quentin Jacquet, Riadh Zorgati

We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement,…

math.OC2021

Computation and implementation of an optimal mean field control for smart charging

Adrien Seguret, Cheng Wan, Clémence Alasseur

This paper addresses an optimal control problem for a large population of identical plug-in electric vehicles (PEVs). The number of PEVs being large, the mean field assumption is f…