Saved in:
| Main Authors: | Chancelier, Jean-Philippe, de Lara, Michel, Pacaud, François, Lindegaard, Tanguy, Pennanen, Teemu, Perkkiö, Ari-Pekka |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2512.08422 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Optimal Operation and Valuation of Electricity Storages
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
Dynamic programming and dimensionality in convex stochastic optimization and control
by: Pennanen, Teemu, et al.
Published: (2025)
by: Pennanen, Teemu, et al.
Published: (2025)
A Unified View of Polarity for Functions
by: Chancelier, Jean-Philippe, et al.
Published: (2024)
by: Chancelier, Jean-Philippe, et al.
Published: (2024)
Decomposition-Coordination Method for Finite Horizon Bandit Problems
by: de Lara, Michel, et al.
Published: (2021)
by: de Lara, Michel, et al.
Published: (2021)
Geometry of Sparsity-Inducing Norms
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation
by: Parra, Camila Martinez, et al.
Published: (2024)
by: Parra, Camila Martinez, et al.
Published: (2024)
What are Capra-Convex Sets?
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
by: Franc, Adrien Le, et al.
Published: (2022)
by: Franc, Adrien Le, et al.
Published: (2022)
A Production Routing Problem with Mobile Inventories
by: Lefgoum, Raian, et al.
Published: (2025)
by: Lefgoum, Raian, et al.
Published: (2025)
Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
by: Lefgoum, Raian, et al.
Published: (2024)
by: Lefgoum, Raian, et al.
Published: (2024)
Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty
by: Parra, Camila Martinez, et al.
Published: (2025)
by: Parra, Camila Martinez, et al.
Published: (2025)
Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process
by: Vessaire, Cyrille, et al.
Published: (2023)
by: Vessaire, Cyrille, et al.
Published: (2023)
Optimal Operation of a Building with Electricity-Heat Networks and Seasonal Storage
by: Prat, Eléa, et al.
Published: (2024)
by: Prat, Eléa, et al.
Published: (2024)
Sensitivity analysis for parametric nonlinear programming: A tutorial
by: Pacaud, François
Published: (2025)
by: Pacaud, François
Published: (2025)
A Feasible Reduced Space Method for Real-Time Optimal Power Flow
by: Pacaud, François, et al.
Published: (2021)
by: Pacaud, François, et al.
Published: (2021)
Constrained Policy Optimization for Stochastic Optimal Control under Nonstationary Uncertainties
by: Shin, Sungho, et al.
Published: (2022)
by: Shin, Sungho, et al.
Published: (2022)
GPU-accelerated dynamic nonlinear optimization with ExaModels and MadNLP
by: Pacaud, François, et al.
Published: (2024)
by: Pacaud, François, et al.
Published: (2024)
Operational Valuation for Energy Storage under Multi-stage Price Uncertainties
by: Xu, Bolun, et al.
Published: (2019)
by: Xu, Bolun, et al.
Published: (2019)
Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
by: Hu, Ruimeng, et al.
Published: (2026)
by: Hu, Ruimeng, et al.
Published: (2026)
Condensed-space methods for nonlinear programming on GPUs
by: Pacaud, François, et al.
Published: (2024)
by: Pacaud, François, et al.
Published: (2024)
An Augmented Lagrangian Method on GPU for Security-Constrained AC Optimal Power Flow
by: Pacaud, François, et al.
Published: (2025)
by: Pacaud, François, et al.
Published: (2025)
Accelerating Optimal Power Flow with GPUs: SIMD Abstraction of Nonlinear Programs and Condensed-Space Interior-Point Methods
by: Shin, Sungho, et al.
Published: (2023)
by: Shin, Sungho, et al.
Published: (2023)
Maximizing Battery Storage Profits via High-Frequency Intraday Trading
by: Schaurecker, David, et al.
Published: (2025)
by: Schaurecker, David, et al.
Published: (2025)
Storage Participation in Electricity Markets: Time Discretization through Robust Optimization
by: Lauinger, Dirk, et al.
Published: (2025)
by: Lauinger, Dirk, et al.
Published: (2025)
A Market Mechanism for a Two-stage Settlement Electricity Market with Energy Storage
by: Bansal, Rajni Kant, et al.
Published: (2024)
by: Bansal, Rajni Kant, et al.
Published: (2024)
GPU Implementation of Second-Order Linear and Nonlinear Programming Solvers
by: Montoison, Alexis, et al.
Published: (2025)
by: Montoison, Alexis, et al.
Published: (2025)
Tight MIP Formulations for Optimal Operation and Investment of Storage Including Reserves
by: Elgersma, Maaike B., et al.
Published: (2024)
by: Elgersma, Maaike B., et al.
Published: (2024)
AC-Network-Informed DC Optimal Power Flow for Electricity Markets
by: Constante-Flores, Gonzalo E., et al.
Published: (2024)
by: Constante-Flores, Gonzalo E., et al.
Published: (2024)
Recovering sparse DFT from missing signals via interior point method on GPU
by: Kuang, Wei, et al.
Published: (2025)
by: Kuang, Wei, et al.
Published: (2025)
MadNCL: A GPU Implementation of Algorithm NCL for Large-Scale, Degenerate Nonlinear Programs
by: Montoison, Alexis, et al.
Published: (2025)
by: Montoison, Alexis, et al.
Published: (2025)
Increasing Value of Information Implies Separable Utility
by: de Lara, Michel
Published: (2025)
by: de Lara, Michel
Published: (2025)
Adding Decision Problem Makes Information More Valuable
by: de Lara, Michel
Published: (2026)
by: de Lara, Michel
Published: (2026)
Exploiting GPU/SIMD Architectures for Solving Linear-Quadratic MPC Problems
by: Cole, David, et al.
Published: (2022)
by: Cole, David, et al.
Published: (2022)
Optimal Real-time Bidding Strategy For EV Aggregators in Wholesale Electricity Markets
by: Huang, Shihan, et al.
Published: (2024)
by: Huang, Shihan, et al.
Published: (2024)
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)
by: Escudero, C., et al.
Published: (2024)
Constrained Approximate Optimal Transport Maps
by: Tanguy, Eloi, et al.
Published: (2024)
by: Tanguy, Eloi, et al.
Published: (2024)
Optimal Routing across Constant Function Market Makers with Gas Fees
by: Escudero, Carlos, et al.
Published: (2026)
by: Escudero, Carlos, et al.
Published: (2026)
Attentive Convolutional Deep Reinforcement Learning for Optimizing Solar-Storage Systems in Real-Time Electricity Markets
by: Li, Jinhao, et al.
Published: (2024)
by: Li, Jinhao, et al.
Published: (2024)
Constructing Electricity Market Models
by: Dassios, Ioannis
Published: (2024)
by: Dassios, Ioannis
Published: (2024)
Aggregating Large-Scale Generalized Energy Storages to Participate in Energy Market and Regulation Market
by: Yao, Yao, et al.
Published: (2019)
by: Yao, Yao, et al.
Published: (2019)
Similar Items
-
Optimal Operation and Valuation of Electricity Storages
by: Chancelier, Jean-Philippe, et al.
Published: (2025) -
Dynamic programming and dimensionality in convex stochastic optimization and control
by: Pennanen, Teemu, et al.
Published: (2025) -
A Unified View of Polarity for Functions
by: Chancelier, Jean-Philippe, et al.
Published: (2024) -
Decomposition-Coordination Method for Finite Horizon Bandit Problems
by: de Lara, Michel, et al.
Published: (2021) -
Geometry of Sparsity-Inducing Norms
by: Chancelier, Jean-Philippe, et al.
Published: (2025)