4 papers · 1 filter
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…