Planning

Week Wed. 05 Thu. 06 Fri. 07 List

	Wed. 05	Thu. 06	Fri. 07
08:00 09:00 10:00 11:00 12:00 13:00 14:00 15:00 16:00 17:00 18:00 19:00 20:00 21:00 22:00	Coffee Break - Registration 8:30 - 9:30 (1h) Coffee Break - Registration Amphitheater 1 - Building "Azur" Plenary talk: Mike Ludkovski 9:30 - 10:15 (45min) Plenary talk: Mike Ludkovski Amphitheater 1 - Building "Azur" › Simulation Methods and Statistical Learning for Stochastic Storage Problems - Mike Ludkovski, University of California Santa Barbara - Department of Statistics and Applied Probability 09:30-10:15 (45min) Coffee break 10:15 - 10:45 (30min) Coffee break Plenary talk: Huyen Pham 10:45 - 11:30 (45min) Plenary talk: Huyen Pham Amphitheater 1 - Building "Azur" › Deep learning algorithms for stochastic control on finite horizon - Huyen Pham, laboratoire de probabilites et modeles aleaotoires, Université Paris Diderot - Paris 7 10:45-11:30 (45min) Plenary talk: Hamidou Tembine 11:30 - 12:15 (45min) Plenary talk: Hamidou Tembine Amphitheater 1 - Building "Azur" › Blockchain-based Distributed Power Networks - Hamidou Tembine, NYU Abu Dhabi 11:30-12:15 (45min) Plenary talk: Imen Ben Tahar 15:00 - 15:45 (45min) Plenary talk: Imen Ben Tahar Amphitheater 1 - Building "Azur" › Power Network With Distributed Generation and Storage, an Extended-MFG model - Imen Ben Tahar, CEntre de REcherches en MAthématiques de la DEcision 15:00-15:45 (45min) Coffee break 15:45 - 16:15 (30min) Coffee break Plenary talk: Xavier Warin 16:15 - 17:00 (45min) Plenary talk: Xavier Warin Amphitheater 1 - Building "Azur" › Nesting Monte Carlo for high-dimensional Non Linear PDEs - Xavier Warin, EDF 16:15-17:00 (45min) Plenary talk: Juan Li 17:00 - 17:45 (45min) Plenary talk: Juan Li Amphitheater 1 - Building "Azur" › Representation of limit values for nonexpansive stochastic differential games - Juan Li, Shandong University at Weihai [Weihai] 17:00-17:45 (45min)	Plenary talk: Scott Moura 9:30 - 10:15 (45min) Plenary talk: Scott Moura Amphitheater 1 - Building "Azur" › Electric Vehicles in the Smart Grid: Optimization & Control - Scott Moura, University of California, Berkeley, eCAL 09:30-10:15 (45min) Coffee break 10:15 - 10:45 (30min) Coffee break Plenary talk: Pierre Cardialaguet 10:45 - 11:30 (45min) Plenary talk: Pierre Cardialaguet Amphitheater 1 - Building "Azur" › Learning and efficiency in mean field games theory - Pierre Cardaliaguet, Paris Dauphine University 10:45-11:30 (45min) Plenary talk: Christian Bender 11:30 - 12:15 (45min) Plenary talk: Christian Bender › 'Regression now' meets 'regression later' - Christian Bender, Universitaet des Saarlandes 11:30-12:15 (45min) Poster Session 14:00 - 15:00 (1h) Poster Session (free discussion) › A joint model for electricity spot price and wind penetration with dependence in the extremes - Thomas Deschatre, EDF 14:00-15:00 (1h) › 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 (1h) › 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 (1h) › Option valuation and hedging using asymmetric risk function - Isaque Pimentel, EDF Lab, Centre de Mathématiques Appliquées - Ecole Polytechnique 14:00-15:00 (1h) Plenary talk: Alain Bensoussan 15:00 - 15:45 (45min) Plenary talk: Alain Bensoussan Amphitheater 1 - Building "Azur" › Machine learning and control theory - Alain Bensoussan, The University of Texas at Dallas and City University of Hong Kong 15:00-15:45 (45min) Coffee break 15:45 - 16:15 (30min) Coffee break Round table with industrials 16:15 - 18:15 (2h) 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 › Climate change & future power system - Alain Burtin, EDF 16:15-18:15 (2h) › Decentralization and Digitalization in the Energy sector - Philippe Vasilopoulos, EPEX Spot 16:15-18:15 (2h) › Enedis, Distribution System Operator (DSO) heading towards the future - Thierry Sudret, ENEDIS 16:15-18:15 (2h) Banquet 19:00 - 22:00 (3h) Banquet	Plenary talk: Ronnie Sircar 9:30 - 10:15 (45min) Plenary talk: Ronnie Sircar Amphitheater 1 - Building "Azur" › Game Theoretic Models for Energy Production - Ronnie Sircar, Princeton University 09:30-10:15 (45min) Coffee break 10:15 - 10:45 (30min) Coffee break Plenary talk: Frédéric Bonnans 10:45 - 11:30 (45min) Plenary talk: Frédéric Bonnans Amphitheater 1 - Building "Azur" › On the variational analysis for financial options with stochastic volatility - J. Frederic Bonnans, Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria 10:45-11:30 (45min) Plenary talk: Emmanuel Gobet 11:30 - 12:15 (45min) Plenary talk: Emmanuel Gobet Amphitheater 1 - Building "Azur" › McKean FBSDE applied to the management of microgrid under uncertainty of production/consumption - Emmanuel Gobet, Ecole Polytechnique [Palaiseau] 11:30-12:15 (45min) Plenary talk: Roland Malhamé 14:00 - 14:45 (45min) Plenary talk: Roland Malhamé Amphitheater 1 - Building "Azur" › 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 14:00-14:45 (45min) Plenary talk: Ana Busic 14:45 - 15:30 (45min) Plenary talk: Ana Busic Amphitheater 1 - Building "Azur" › Distributed Control Design for Balancing the Grid Using Flexible Loads - Ana Busic, INRIA 14:45-15:30 (45min)

Online user: 1