Planning

Wednesday, September 5, 2018

Time Event  
08:30 - 09:30 Coffee Break - Registration (Amphitheater 1 - Building "Azur")  
09:30 - 10:15 Plenary talk: Mike Ludkovski (Amphitheater 1 - Building "Azur")  
09:30 - 10:15 › Simulation Methods and Statistical Learning for Stochastic Storage Problems - Mike Ludkovski, University of California Santa Barbara - Department of Statistics and Applied Probability  
10:15 - 10:45 Coffee break  
10:45 - 11:30 Plenary talk: Huyen Pham (Amphitheater 1 - Building "Azur")  
10:45 - 11:30 › Deep learning algorithms for stochastic control on finite horizon - Huyen Pham, laboratoire de probabilites et modeles aleaotoires, Université Paris Diderot - Paris 7  
11:30 - 12:15 Plenary talk: Hamidou Tembine (Amphitheater 1 - Building "Azur")  
11:30 - 12:15 › Blockchain-based Distributed Power Networks - Hamidou Tembine, NYU Abu Dhabi  
15:00 - 15:45 Plenary talk: Imen Ben Tahar (Amphitheater 1 - Building "Azur")  
15:00 - 15:45 › Power Network With Distributed Generation and Storage, an Extended-MFG model - Imen Ben Tahar, CEntre de REcherches en MAthématiques de la DEcision  
15:45 - 16:15 Coffee break  
16:15 - 17:00 Plenary talk: Xavier Warin (Amphitheater 1 - Building "Azur")  
16:15 - 17:00 › Nesting Monte Carlo for high-dimensional Non Linear PDEs - Xavier Warin, EDF  
17:00 - 17:45 Plenary talk: Juan Li (Amphitheater 1 - Building "Azur")  
17:00 - 17:45 › Representation of limit values for nonexpansive stochastic differential games - Juan Li, Shandong University at Weihai [Weihai]  

Thursday, September 6, 2018

Time Event  
09:30 - 10:15 Plenary talk: Scott Moura (Amphitheater 1 - Building "Azur")  
09:30 - 10:15 › Electric Vehicles in the Smart Grid: Optimization & Control - Scott Moura, University of California, Berkeley, eCAL  
10:15 - 10:45 Coffee break  
10:45 - 11:30 Plenary talk: Pierre Cardialaguet (Amphitheater 1 - Building "Azur")  
10:45 - 11:30 › Learning and efficiency in mean field games theory - Pierre Cardaliaguet, Paris Dauphine University  
11:30 - 12:15 Plenary talk: Christian Bender  
11:30 - 12:15 › 'Regression now' meets 'regression later' - Christian Bender, Universitaet des Saarlandes  
14:00 - 15:00 Poster Session - (free discussion)  
14:00 - 15:00 › A joint model for electricity spot price and wind penetration with dependence in the extremes - Thomas Deschatre, EDF  
14:00 - 15:00 › Day-ahead probabilistic forecast of solar irradiance : a Stochastic Differential Equation approach - Maxime Grangereau, EDF Lab, Centre de Mathématiques Appliquées - Ecole Polytechnique  
14:00 - 15:00 › Efficient Estimation of Equilibrium Profile for Routing Games with Many Heterogenous Players - Paulin Jacquot, EDF Lab, Centre de Mathématiques Appliquées - Ecole Polytechnique  
14:00 - 15:00 › Option valuation and hedging using asymmetric risk function - Isaque Pimentel, EDF Lab, Centre de Mathématiques Appliquées - Ecole Polytechnique  
15:00 - 15:45 Plenary talk: Alain Bensoussan (Amphitheater 1 - Building "Azur")  
15:00 - 15:45 › Machine learning and control theory - Alain Bensoussan, The University of Texas at Dallas and City University of Hong Kong  
15:45 - 16:15 Coffee break  
16:15 - 18:15 Round table with industrials (Amphitheater 1 - Building "Azur") - Alain Burtin (EDF), Marie-Pierre Quere-Stuchlik (Peugeot), Thierry Sudret (Enedis), Philippe Vassilopoulos (EPEX), chaired by René Aid  
16:15 - 18:15 › Climate change & future power system - Alain Burtin, EDF  
16:15 - 18:15 › Decentralization and Digitalization in the Energy sector - Philippe Vasilopoulos, EPEX Spot  
16:15 - 18:15 › Enedis, Distribution System Operator (DSO) heading towards the future - Thierry Sudret, ENEDIS  
19:00 - 22:00 Banquet  

Friday, September 7, 2018

Time Event  
09:30 - 10:15 Plenary talk: Ronnie Sircar (Amphitheater 1 - Building "Azur")  
09:30 - 10:15 › Game Theoretic Models for Energy Production - Ronnie Sircar, Princeton University  
10:15 - 10:45 Coffee break  
10:45 - 11:30 Plenary talk: Frédéric Bonnans (Amphitheater 1 - Building "Azur")  
10:45 - 11:30 › On the variational analysis for financial options with stochastic volatility - J. Frederic Bonnans, Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria  
11:30 - 12:15 Plenary talk: Emmanuel Gobet (Amphitheater 1 - Building "Azur")  
11:30 - 12:15 › McKean FBSDE applied to the management of microgrid under uncertainty of production/consumption - Emmanuel Gobet, Ecole Polytechnique [Palaiseau]  
14:00 - 14:45 Plenary talk: Roland Malhamé (Amphitheater 1 - Building "Azur")  
14:00 - 14:45 › Statistical and mean field game methods for the modeling and control of aggregate electric water heating loads - Roland Malhame, Ecole Polytechnique de Montréal, Groupe d'études et de recherche en analyse des décisions  
14:45 - 15:30 Plenary talk: Ana Busic (Amphitheater 1 - Building "Azur")  
14:45 - 15:30 › Distributed Control Design for Balancing the Grid Using Flexible Loads - Ana Busic, INRIA  
  
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