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 |