1 citations · 1 across the 5 of their papers we have counts for
7 papers
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…
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…
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur +1
We consider a revenue maximization model, in which a company aims at designing a menu of contracts, given a population of customers. A standard approach consists in constructing an…
Tight Bound for Sum of Heterogeneous Random Variables: Application to Chance Constrained Programming
Quentin Jacquet, Riadh Zorgati
We study a tight Bennett-type concentration inequality for sums of heterogeneous and independent variables, defined as a one-dimensional minimization. We show that this refinement,…
A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings
Clémence Alasseur, Erhan Bayraktar, Roxana Dumitrescu +1
In this paper, we consider the problem of a Principal aiming at designing a reward function for a population of heterogeneous agents. We construct an incentive based on the ranking…
Ergodic control of a heterogeneous population and application to electricity pricing
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur +1
We consider a control problem for a heterogeneous population composed of agents able to switch at any time between different options. The controller aims to maximize an average gai…
Quadratic Regularization of Bilevel Pricing Problems and Application to Electricity Retail Markets
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur +1
We consider the profit-maximization problem solved by an electricity retailer who aims at designing a menu of contracts. This is an extension of the unit-demand envy-free pricing p…