1 citations · 1 across the 7 of their papers we have counts for
9 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…
Probability functions generated by set-valued mappings: a study of first order information
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto
Probability functions appear in constraints of many optimization problems in practice and have become quite popular. Understanding their first-order properties has proven useful, n…
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…
Inner Moreau envelope of nonsmooth conic chance constrained optimization problems
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto +1
Optimization problems with uncertainty in the constraints occur in many applications. Particularly, probability functions present a natural form to deal with this situation. Nevert…
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…
Multi-stage Stochastic Alternating Current Optimal Power Flow with Storage: Bounding the Relaxation Gap
Maxime Grangereau, Wim van Ackooij, Stéphane Gaubert
We propose a generic multistage stochastic model for the Alternating Current Optimal Power Flow (AC OPF) problem for radial distribution networks, to account for the random electri…
On conditional cuts for Stochastic Dual Dynamic Programming
Wim Van-Ackooij, Xavier Warin
Multi stage stochastic programs arise in many applications from engineering whenever a set of inventories or stocks has to be valued. Such is the case in seasonal storage valuation…