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

425 citations

Showing 2025Show all

20 papers · 1 filter

math.OC2025

Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty

Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +2

The increasing penetration of renewable energy requires greater use of storage resources to manage system intermittency. As a result, there is growing interest in evaluating the op…

eess.SY2025★ 1 cited

Investigation of resonance between HVDC-MMC link and AC network

Iva Radecic, Bozidar Filipovic-Grcic, Paul Akiki +2

HVDC networks offer several advantages over traditional HVAC systems, particularly for long-distance power transmission and integration of renewable energy sources, such as reduced…

eess.SY2025★ 1 cited

Verification of low-frequency signal injection method for earth-fault detection

Nina Stipetic, Bozidar Filipovic-Grcic, Igor Ziger +4

Unearthed neutral is commonly used in networks which require continuous power supply. This is common in MV circuits of industrial and power plants. Unearthed networks can remain in…

cs.LG2025

Achieving Skilled and Reliable Daily Probabilistic Forecasts of Wind Power at Subseasonal-to-Seasonal Timescales over France

Eloi Lindas, Yannig Goude, Philippe Ciais

In a growing renewable based energy system, accurate and reliable wind power forecasts are crucial for grid stability, balancing supply and demand and market risk management. Even…

stat.ME2025

Sliding-Window Signatures as Features for Time Series Forecasting

Nina Drobac, Margaux Brégère, Margaux Br{é}g{è}re +2

The evolution of a time series is often influenced not only by its past values but also by external covariates, giving rise to forecasting with exogenous variables. Nonlinear and d…

stat.ML2025

Fast Gaussian process inference by exact Matérn kernel decomposition

Nicolas Langrené, Xavier Warin, Pierre Gruet

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we est…

physics.app-ph2025★ 2 cited

Hyperelastic nature of the Hoek-Brown criterion

Ilaria Fontana, Goustan Bacquaert, Daniele A. Di Pietro +1

We propose a nonlinear elasto-plastic model, for which a specific class of hyperbolic elasticity arises as a straight consequence of the yield criterion invariance on the plasticit…

cs.LG2025

MoTM: Towards a Foundation Model for Time Series Imputation based on Continuous Modeling

Etienne Le Naour, Tahar Nabil, Ghislain Agoua

Recent years have witnessed a growing interest for time series foundation models, with a strong emphasis on the forecasting task. Yet, the crucial task of out-of-domain imputation…

cs.LG2025★ 2 cited

DeviceScope: An Interactive App to Detect and Localize Appliance Patterns in Electricity Consumption Time Series

Adrien Petralia, Paul Boniol, Philippe Charpentier +1

In recent years, electricity suppliers have installed millions of smart meters worldwide to improve the management of the smart grid system. These meters collect a large amount of…

cs.LG2025★ 1 cited

Few Labels are all you need: A Weakly Supervised Framework for Appliance Localization in Smart-Meter Series

Adrien Petralia, Paul Boniol, Philippe Charpentier +1

Improving smart grid system management is crucial in the fight against climate change, and enabling consumers to play an active role in this effort is a significant challenge for e…

cs.LG2025★ 12 cited

NILMFormer: Non-Intrusive Load Monitoring that Accounts for Non-Stationarity

Adrien Petralia, Philippe Charpentier, Youssef Kadhi +1

Millions of smart meters have been deployed worldwide, collecting the total power consumed by individual households. Based on these data, electricity suppliers offer their clients…

cs.HC2025★ 5 cited

Exploring Anthropomorphism in Conversational Agents for Environmental Sustainability

Mathyas Giudici, Samuele Scherini, Pascal Chaussumier +2

The paper investigates the integration of Large Language Models (LLMs) into Conversational Agents (CAs) to encourage a shift in consumption patterns from a demand-driven to a suppl…

cs.LG2025

Online Episodic Convex Reinforcement Learning

Bianca Marin Moreno, Khaled Eldowa, Pierre Gaillard +2

We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) pro…

cs.MA2025

Game Theory and Multi-Agent Reinforcement Learning for Zonal Ancillary Markets

Francesco Morri, Hélène Le Cadre, Pierre Gruet +1

We characterize zonal ancillary market coupling relying on noncooperative game theory. To that purpose, we formulate the ancillary market as a multi-leader single follower bilevel…

cs.LG2025

A synthetic dataset of French electric load curves with temperature conditioning

Tahar Nabil, Ghislain Agoua, Pierre Cauchois +2

The undergoing energy transition is causing behavioral changes in electricity use, e.g. with self-consumption of local generation, or flexibility services for demand control. To be…

eess.SP2025★ 3 cited

Towards Accurate Forecasting of Renewable Energy : Building Datasets and Benchmarking Machine Learning Models for Solar and Wind Power in France

Eloi Lindas, Yannig Goude, Philippe Ciais

Accurate prediction of non-dispatchable renewable energy sources is essential for grid stability and price prediction. Regional power supply forecasts are usually indirect through…

math.OC2025

An entropy penalized approach for stochastic optimization with marginal law constraints. Complete version

Thibaut Bourdais, Nadia Oudjane, Francesco Russo

This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonic…

math.OC2025

State-space reduction techniques exploiting specific constraints for quantum search Application to a specific job scheduling problem

Rodolphe Griset, Ioannis Lavdas, Jiri Guth Jarkovsky

Quantum search has emerged as one of the most promising fields in quantum computing. State-of-the-art quantum search algorithms enable the search for specific elements in a distrib…

math.OC2025

Growth model with externalities for energetic transition via MFG with common external variable

Pierre Lavigne, Quentin Petit, Xavier Warin

This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents,…

cs.LG2025

Quantum Reservoir Computing and Risk Bounds

Naomi Mona Chmielewski, Nina Amini, Joseph Mikael

We propose a way to bound the generalisation errors of several classes of quantum reservoirs using the Rademacher complexity. We give specific, parameter-dependent bounds for two p…