Journées SMAI MODE 2022

Session

Commande optimale stochastique

1 juin 2022, 10:30

Limoges

Présidents de session

Commande optimale stochastique

• Michel De Lara (Ecole des Ponts ParisTech)

86. A simplex method for two stage linear stochastic problems with general cost distribution

Mael Forcier (CERMICS, Ecole des Ponts)

01/06/2022 10:30

Communications orales

90. Convergence analysis of SDDP like algorithms

Vincent Leclere (ENPC)

01/06/2022 11:00

Communications orales

84. Parametric stochastic optimization for day-ahead and intraday co-management of a power unit

Adrien Le Franc (LAAS CNRS)

01/06/2022 11:30

Communications orales

62. On the Optimal Impulse Control of Stochastic Portfolio

hafid LALIOUI (ENSA, Ibno Zohr University, Agadir)

Communications orales