activity
20162026
most citedComplexity of near-optimal robust versions of multilevel optimization problems

10 citations · 14 across the 9 of their papers we have counts for

collaborators

11 papers

math.OC2026

Strategic Pricing in Electricity Markets with Pollution Constraints

Luce Brotcorne, Gaël Guillot, Alejandro Jofré +1

We introduce a new model for a regulated day-ahead type auction-based electrical market in which the system operator can measure and limit the producer's emissions when choosing it…

math.OC2026

Joint Design of Time-of-Use Schedules and Price Levels: a Bilevel Model with Client Participation and Load Flexibility

Abdellah Bulaich Mehamdi, Wim van Ackooij, Luce Brotcorne +2

We study the joint design of a time-of-use (ToU) tariff (the partition of the day into pricing blocks and the price level attached to each block) by a profit-maximizing electricity…

math.OC2025

Duality between polyhedral approximation of value functions and optimal quantization of measures

Abdellah Bulaich Mehamdi, Wim van Ackooij, Luce Brotcorne +2

Approximating a convex function by a polyhedral function that has a limited number of facets is a fundamental problem with applications in various fields, from mitigating the curse…

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.GT2025

Learning in Conjectural Stackelberg Games

Francesco Morri, Hélène Le Cadre, Luce Brotcorne

We extend the formalism of Conjectural Variations games to Stackelberg games involving multiple leaders and a single follower. To solve these nonconvex games, a common assumption i…

math.OC2021★ 1 cited

A Rolling Horizon Approach for a Bilevel Stochastic Pricing Problem for Demand-Side Management

Luce Brotcorne, Sébastien Lepaul, Léonard von Niederhäusern

To guarantee the well-functioning of electricity distribution networks, it is crucial to constantly ensure the demand-supply balance. To do this, one can control the means of produ…

stat.ME2020

Group design in group testing for COVID-19 : A French case-study

Tifaout Almeftah, Luce Brotcorne, Diego Cattaruzza +5

Group testing is a screening strategy that involves dividing a population into several disjointed groups of subjects. In its simplest implementation, each group is tested with a si…

math.OC2020★ 10 cited

Complexity of near-optimal robust versions of multilevel optimization problems

Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne

Near-optimality robustness extends multilevel optimization with a limited deviation of a lower level from its optimal solution, anticipated by higher levels. We analyze the complex…

math.OC2019★ 1 cited

Robust Bilevel Optimization for Near-Optimal Lower-Level Solutions

Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilev…

math.OC2018★ 2 cited

A Bilevel Approach to Optimal Price-Setting of Time-and-Level-of-Use Tariffs

Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne +1

Time-and-Level-of-Use (TLOU) is a recently proposed pricing policy for energy, extending Time-of-Use with the addition of a capacity that users can book for a given time frame, red…

math.OC2016

Achieving an optimal trade-off between revenue and energy peak within a smart grid environment

Sezin Afsar, Luce Brotcorne, Patrice Marcotte +1

We consider an energy provider whose goal is to simultaneously set revenue-maximizing prices and meet a peak load constraint. In our bilevel setting, the provider acts as a leader…