6 papers · 1 filter
Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier +1
In multistage decision problems, it is often the case that an initial strategic decision (such as investment) is followed by many operational ones (operating the investment). Such…
Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty
Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +2
The increasing penetration of renewable energy requires greater use of storage resources to manage system intermittency. As a result, there is growing interest in evaluating the op…
Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process
Cyrille Vessaire, Jean-Philippe Chancelier, Michel de Lara +2
Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewa…
A Production Routing Problem with Mobile Inventories
Raian Lefgoum, Sezin Afsar, Pierre Carpentier +2
Hydrogen is an energy vector, and one possible way to reduce CO 2 emissions. This paper focuses on a hydrogen transport problem where mobile storage units are moved by trucks betwe…
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…
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…