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Dec
2018

REGRESSION MONTE CARLO FOR MICROGRID MANAGEMENT - C. ALASSEUR, A. BALATA, S. BEN AZIZA, A. MAHESHWARI, P. TANKOV AND X. WARIN

We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high renewable production to times of high demand. We build on the mathematical model introduced in [14] and optimize the diesel con-sumption under a “no-blackout” constraint. We introduce a methodology to solve microgrid man-agement problem using different variants of Read more [...]

Jul
2016

FERON Olivier

Olivier Féron, Senior-Researcher in Market Modeling and Risk management at EDF R&D E-mail. olivier-2.feron ...at... edf.fr Other : Member of the scientific executive bureau, LABEX Finance and Sustainable Development ILB fellows Member of Association française des Investisseurs Institutionnels (af2i)   News On December 12-14, "Green Finance Research Advances Conferences #8" will be held at Banque de France   On December 15, "Les Entretiens de Read more [...]

Jul
2016

René Aïd

René Aïd Professor of economics Université Paris-Dauphine, PSL research university, Laboratoire d'Economie Place du Maréchal de Lattre de Tassigny - 75775 PARIS Cedex 16 Personal page: https://sites.google.com/view/reneaid   Papers Submissions [3] R. Aïd, M. Basei, H. Pham. The coordination of centralised and distributed generation. 2017. available on arxiv and hal. [2] R. Aïd, M. Basei, G. Callegaro, L. Campi, T. Vargiolu. Nonzero-sum stochastic differential Read more [...]