3 papers
math.OC2024
A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation
Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +3
The penetration of renewable energies requires additional storages to deal with intermittency. Accordingly, there is growing interest in evaluating the opportunity cost (usage valu…
math.OC2024
Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
Raian Lefgoum, Sezin Afsar, Pierre Carpentier +2
The development of hydrogen infrastructures requires to reduce their costs. In this paper, we develop a multistage stochastic optimization model for the management of a hydrogen in…
stat.ML2024
Learning with Fitzpatrick Losses
Seta Rakotomandimby, Jean-Philippe Chancelier, Michel de Lara +1
Fenchel-Young losses are a family of convex loss functions, encompassing the squared, logistic and sparsemax losses, among others. Each Fenchel-Young loss is implicitly associated…