BIRS-CMO Workshop 19w5091
Multi-Stage Stochastic Optimization
for Clean Energy Transition
Smart Energy and Stochastic Optimization
Sep 22 - Sep 27, 2019

Michel De Lara and Onesimo Hernandez-Lerma, Alejandro Jofre, Riadh Zorgati

Abstract:

Multistage stochastic optimization stands at the interface between optimization and stochastic processes. The field is growing, especially in response to demand from the energy sector -- expected to incorporate a growing share of random renewable energy, while minimizing costs. To ensure reliability, this random supply will require the efficient deployment of energy storage devices in what is becoming a highly distributed environment. The least-cost operation of these devices is a multistage stochastic optimization problem. The workshop Multi-Stage Stochastic Optimization for Clean Energy Transition will gather international experts, both from academy and from industry, to work together on advances in numerical approaches to solve large-scale multistage stochastic optimization problems. Quite naturally, will also be discussed how to develop statistics and to handle risk for such problems. The workshop will also welcome experts and contributions in stochastic equilibria and in game theory with information.


Contents

pdf version of this document: click here


1 Sunday 22 September 2019 (afternoon):
  Check-in

2 Monday 23 September 2019 (morning):
  Introductory Session on Optimization and Energy

3 Monday 23 September 2019 (afternoon):
  Markets and Equilibria

4 Tuesday 24 September 2019 (morning):
  Renewable Energies, Risk
and Micro-Grids Management

5 Tuesday 24 September 2019 (afternoon):
  Decomposition Methods
for Micro-Grids Stochastic Control

6 Wednesday 25 September 2019 (morning):
  Stochastic Programming

7 Wednesday 25 September 2019 (afternoon):
  Free Afternoon (Oaxaca)

8 Thursday 26 September 2019 (morning):
  Stochastic Programming
and Stochastic (Dual) Dynamic Programming

9 Thursday 26 September 2019 (afternoon):
  Stochastic Control

10 Friday 27 September 2019 (morning):
  Goodbye Session ;-)