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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

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8 papers · 1 filter

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…

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…

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…