output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2024 · math.OCShow all

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math.OC2024★ 3 cited

Optimizing Flexibility in Power Systems by Maximizing the Region of Manageable Uncertainties

Aron Zingler, Stephane Fliscounakis, Patrick Panciatici +1

Motivated by the increasing need to hedge against load and generation uncertainty in the operation of power grids, we propose flexibility maximization during operation. We consider…

math.OC2024

A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation

Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +3

The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage valu…