Michel De Lara

Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods

  • Pierre Carpentier
  • François Pacaud
  • Jean-Philippe Chancelier
  • Michel De Lara
    • Categories Stochastic Programming Tags

    We consider a large scale multistage stochastic optimization problem involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. To tackle such large scale problems, we propose two decomposition methods, whether handling the coupling constraints by prices or by resources. We introduce the sequence (one per stage) of … Read more

    Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management

  • Pierre Carpentier
  • François Pacaud
  • Jean-Philippe Chancelier
  • Michel De Lara
    • Categories Stochastic Programming Tags

    We consider a microgrid where different prosumers exchange energy altogether by the edges of a given network. Each prosumer is located to a node of the network and encompasses energy consumption, energy production and storage capacities (battery, electrical hot water tank). The problem is coupled both in time and in space, so that a direct … Read more