Category Publications

Cet article présente l'ensemble des modèles de prix de l'électricité proposés dans la littérature depuis l'ouverture des marchés de l'électricité. Les auteurs se concentrent sur les modèles de prix appliqués à ...

Intraday electricity markets play an important role in the operation of power systems where the share of renewables has been steadily increasing overthe last 15 years. Statistical modeling of prices in ...

Coordonner à grande échelle le fonctionnement des appareils électriques « flexibles » (typiquement régulés par thermostat) des particuliers est crucial pour assurer l’équilibrage de réseaux électriques qui sont de plus en plus ...

L'article cherche à décrire la dynamique collective d’un marché de fourniture d’électricité dans lequel une fraction des consommateurs ont souscrit un contrat de type « demand side management », contrat par lequel ...

The pandemic's impacts on European electricity markets have been enormous, especially in countries with abundant near-zero marginal cost of production like France. This article provides an in-depth quantitative study of ...

We consider the control of the COVID–19 pandemic via incentives, through either stochastic SIS or SIR compartmental models. When the epidemic is ongoing, the population can reduce interactions between individuals ...

We formulate an equilibrium model of intraday trading in electricity markets. Agents face balancing constraints between their customers consumption plus intraday sales and their production plus intraday purchases. They have ...

We develop multistep machine learning schemes for solving nonlinear partial differential equations (PDEs) in high dimension. The method is based on probabilistic representation of PDEs by backward stochastic differential equations ...

This paper revisits the problem of computing empirical cumulative distribution functions (ECDF) efficiently on large, multivariate datasets. Computing an ECDF at one evaluation point requires O(N) operations on a dataset ...

The large reductions in electricity demand caused by the COVID-19 crisis have disrupted electricity systems worldwide. This article draws insights from New York into the consequences of the pandemic for ...