Mardi 19 Mai

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Mardi 19 Mai
Heure: 12:30 - 13:30
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: Approximating the energy storage problem and other continuous dynamic programs
Description: Giacomo Nannicini We study the problem of optimally managing a source of renewable
energy connected to the power grid, a battery, and potentially a
household or some other form of energy sink. This problem can be
naturally cast as a dynamic program. We propose a model for this
problem that subsumes other models in the literature, and we analyze
its complexity, showing that in the deterministic setting the problem
is solvable in polynomial time, but it becomes #P-hard in the
stochastic setting. A variant of the problem that is commonly
encountered in practice (i.e. the one where selling energy to the
power grid is not allowed) admits a Fully Polynomial Time
Approximation Scheme (FPTAS) if the energy levels are discretized;
but what about the more natural case where energy is considered a
continuous variable? We show that in this case, the problem belongs to
a class of convex continuous dynamic programs that admits neither a
multiplicative nor an additive approximation. We then show that we can
construct a novel type of approximation scheme, where additive and
multiplicative approximation are required at the same time but both
can be arbitrarily small. We discuss a preliminary computational
evaluation of this new type of approximation scheme for continuous
convex dynamic programs, showing its potential.
Heure: 14:00 - 17:00
Lieu: Salle B107, bâtiment B, Université de Villetaneuse
Résumé: Explicit forms and combinatorial content of Levy stable distributions
Description: Katarzyna Górska