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math.OC2026
Stochastic inflows and seasonal water value at Manantali
Steeven B. Affognon, Babacar M. Ndiaye, Pierre Mendy +4
Seasonal hydropower operation requires release decisions that account for uncertain future inflows and the opportunity cost of stored water. We assess the Modelling and Optimisatio…
math.OC2026
InFlow: entropic stochastic dual dynamic programming with HJB cross-certification for seasonal energy storage
Steeven B. Affognona, Babacar M. Ndiaye, Pierre Mendy +1
Seasonal reservoir operation requires optimization methods that remain reliable under strongly periodic and uncertain inflow dynamics. We present InFlow, a verification-oriented fr…
math.OC2022
The Wade Formula and the oil price fluctuation: An Optimal Control Theory approach
Pierre Mendy, Babacar M. Ndiaye, Diaraf Seck +1
By considering the Wade Formula, we propose a model to study the evolution of the oil price per barrel. Our model shows that the policy of diversification of the energy is to be su…