ANR PROJECT CAESARS
The project Caesars is granted by the Agence Nationale de la Recherche for years 2016-2018. The acronym Caesars is related to Control and simulAtion of Electrical Systems, interAction and RobustnesS. The three partners are Ecole Polytechnique, Université du Maine and Electricité de France.
In electrical system, strong evolutions are under way that will change deeply the organisation of the whole sector in the short and long term horizon: quick development of renewable technology, volatile and unpredictable production, costly investments in a difficult economic context, competing environment, emission market, new usages of electric vehicles... The simulation and analysis of the evolution of the electrical system is fundamental for better sustaining the energetic transition to a Clean Energy World but it is challenging because of various sources of uncertainties and their interdependence, the interaction between actors and between decisions. Our aim is to develop simplified mathematical models, based on stochastic controls and differential games models, together with the numerical method apparatus to address important problems related to optimal investment, renewable subvention policy, portfolio management, pricing policy of power companies, stress-testing, among others.
The research team of the Caesars project is publishing their results in international reviews. Preprints are regularly added on this site and can be downloaded. [more]
Software of the published results are available on this site.
Academic and private researchers compose the team of the Caesars project. The three partners are Ecole Polytechnique, Université du Maine and Electricité de France. [more]
- E. Gobet, G. Liu et J. Zubelli, A non-intrusive stratified resampler for regression Monte-Carlo: application to solving non-linear equations, preprint.
- N. Baradel, B. Bouchard et N. M. Dang. Optimal control under uncertainty and Bayesian parameters adjustments, preprint.
- Aid René, University Paris-Dauphine
- Allasseur Clémence, Electricité de France
- Ben Tahar Imen, Ecole Polytechnique
- Bion-Nadal Jocelyne, Ecole Polytechnique
- Bouchard Bruno, Université Paris-Dauphine
- Brouste Alexandre, Université du Maine
- Buckdahn Rainer, Université de Bretagne Occidentale
- Denis Laurent, Université du Maine
- Gobet Emmanuel, Ecole Polytechnique
- Hu Ying, Université Rennes 1
- Matoussi Anis, Université du Maine
- Pham Huyen, Université Paris 7
- Warin Xavier, Electricité de France