Journées SMAI MODE 2022

Session

Commande optimale stochastique

Jun 1, 2022, 10:30 AM

Limoges

Conveners

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)

6/1/22, 10:30 AM

Communications orales

90. Convergence analysis of SDDP like algorithms

Vincent Leclere (ENPC)

6/1/22, 11:00 AM

Communications orales

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

Adrien Le Franc (LAAS CNRS)

6/1/22, 11:30 AM

Communications orales

62. On the Optimal Impulse Control of Stochastic Portfolio

hafid LALIOUI (ENSA, Ibno Zohr University, Agadir)

Communications orales