Showing math.OCShow all
3 papers · 1 filter
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.OC2022
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,…