Universidad Técnica Federico Santa María (UTFSM), Valparaíso, Chile

Mini-Course -- 13-14 March 2017

Stochastic and Dynamic Optimization.
Optimal Energy Storage and Allocation.

Michel DE LARA, CERMICS-École des Ponts ParisTech

pdf version of this document


Campus Casa Central, UTFSM      map

Link course.     http://cermics.enpc.fr/~delara/TEACHING/AC3E_2017/      course webpage


1 /     Monday 13 March 2017 (9h45-11h15 and 11h30-13h00),
Auditorio B-2.38 (Michel De Lara)


Two-stage Stochastic Programming      slides

2 /     Monday 13 March 2017 (14h00-15h30 and 15h45-17h10),
Sala P-306 (Pierre Carpentier, Michel De Lara, François Pacaud, Tristan Rigaut)

Computer session

\fbox{Bring your personal laptop with free software Scicoslab installed.}
\fbox{You are supposed to practice the free software Scicoslab}

     Sizing of reserves for the balancing on an electric market

3 /     Tuesday 14 March 2017 (9h45-11h15 and 11h30-13h00),
Sala P-407 (François Pacaud, Tristan Rigaut)


Stochastic Dynamic Programming      slides         slides

4 /     Tuesday 14 March 2017 (14h00-15h30 and 15h45-17h10),
Sala P-407 (Pierre Carpentier)


Advanced decomposition methods in stochastic optimal control      slides