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Optimization stochastique pour les grands systèmes — Stochastic Optimization for Large-Scale Systems

4th November 2019   -   8th November 2019
CIRM Luminy, France


Sensors and data abound. This spatial and temporal information is supposed to allow a better management -- in new energy systems, transport or eco-industrial parks, to quote a few examples. This leads to problems of large-scale optimization, the formulation of which is delicate. Indeed, one needs to take into account at least three dimensions: temporal (stages of decision, dynamics, inertia), spatial (different decision units connected by flows), stochastic (various possible scenarios) and thus risk. This leads to multi-stage stochastic optimization problems which enter the class of large-scale systems.