output
20022026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

Showing 2017 · math.OCShow all

6 papers · 2 filters

math.OC201760 cited

Analysis and Implementation of a Hourly Billing Mechanism for Demand Response Management

Paulin Jacquot, Olivier Beaude, Stéphane Gaubert +1

An important part of the Smart Grid literature on residential Demand Response deals with game-theoretic consumption models. Among those papers, the hourly billing model is of speci…

math.OC201719 cited

Demand Response in the Smart Grid: the Impact of Consumers Temporal Preferences

Paulin Jacquot, Olivier Beaude, Nadia Oudjane +1

In Demand Response programs, price incentives might not be sufficient to modify residential consumers load profile. Here, we consider that each consumer has a preferred profile and…

math.OC201717 cited

Demand Side Management in the Smart Grid: an Efficiency and Fairness Tradeoff

Paulin Jacquot, Olivier Beaude, Stéphane Gaubert +1

We compare two Demand Side Management (DSM) mechanisms, introduced respectively by Mohsenian-Rad et al (2010) and Baharlouei et al (2012), in terms of efficiency and fairness. Each…

math.OC20171 cited

Phase field approach to optimal packing problems and related Cheeger clusters

Beniamin Bogosel, Dorin Bucur, Ilaria Fragala

In a fixed domain of we study the asymptotic behaviour of optimal clusters associated to -Cheeger constants and natural energies like the sum or maximum: we prove th…

math.OC2017

Inverse problems in models of resource distribution

Alexey Agaltsov, Evgeny Molchanov, Alexander Shananin

We continue to study the problem of modeling of substitution of production factors motivated by the need for computable mathematical models of economics that could be used as a bas…

math.OC2017

Acceleration of saddle-point methods in smooth cases

Pauline Tan

In the present paper we propose a novel convergence analysis of the Alternating Direction Methods of Multipliers (ADMM), based on its equivalence with the overrelaxed Primal-Dual H…