60 citations · 107 across the 25 of their papers we have counts for
11 papers · 1 filter
An entropy penalized approach for stochastic optimization with marginal law constraints. Complete version
Thibaut Bourdais, Nadia Oudjane, Francesco Russo
This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonic…
An entropy penalized approach for stochastic control problems. Complete version
Thibaut Bourdais, Nadia Oudjane, Francesco Russo
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space…
Reimagining Demand-Side Management with Mean Field Learning
Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1
Integrating renewable energy into the power grid while balancing supply and demand is a complex issue, given its intermittent nature. Demand side management (DSM) offers solutions…
Decomposed resolution of finite-state aggregative optimal control problems
Kang Liu, Nadia Oudjane, Laurent Pfeiffer
A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an…
Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution
J. Frédéric Bonnans, Kang Liu, Nadia Oudjane +2
We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common…
Approximate Nash equilibria in large nonconvex aggregative games
Kang Liu, Nadia Oudjane, Cheng Wan
This paper shows the existence of -Nash equilibria in -player noncooperative sum-aggregative games in which the players' cost functions, depending on…
Decomposition of convex high dimensional aggregative stochasticcontrol problems
Adrien Séguret, Clémence Alasseur, J. Frédéric Bonnans +3
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a m…
A Privacy-preserving Method to Optimize Distributed Resource Allocation
Olivier Beaude, Pascal Benchimol, Stéphane Gaubert +2
We consider a resource allocation problem involving a large number of agents with individual constraints subject to privacy, and a central operator whose objective is to optimize a…
Analysis and Implementation of a Hourly Billing Mechanism for Demand Response Management
Paulin Jacquot, Olivier Beaude, Stéphane Gaubert +1
An important part of the Smart Grid literature on residential Demand Response deals with game-theoretic consumption models. Among those papers, the hourly billing model is of speci…
Demand Response in the Smart Grid: the Impact of Consumers Temporal Preferences
Paulin Jacquot, Olivier Beaude, Nadia Oudjane +1
In Demand Response programs, price incentives might not be sufficient to modify residential consumers load profile. Here, we consider that each consumer has a preferred profile and…
Demand Side Management in the Smart Grid: an Efficiency and Fairness Tradeoff
Paulin Jacquot, Olivier Beaude, Stéphane Gaubert +1
We compare two Demand Side Management (DSM) mechanisms, introduced respectively by Mohsenian-Rad et al (2010) and Baharlouei et al (2012), in terms of efficiency and fairness. Each…