3 papers
math.OC2022
Optimization of a domestic microgrid equipped with solar panel and battery: Model Predictive Control and Stochastic Dual Dynamic Programming approaches
François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier +1
In this study, a microgrid with storage (battery, hot water tank) and solar panel is considered. We benchmark two algorithms, MPC and SDDP, that yield online policies to manage the…
math.OC2019
Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +1
We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses ener…
math.OC2017
Stochastic decomposition applied to large-scale hydro valleys management
François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier +1
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 Contro…