Grebille, Nicolas (2012) Modélisation du marché électrique européen : SDDP appliquée à la zone North-Pool. PFE - Project Graduation, ENSTA.



During this internship, I studied an algorithm of dynamic programming, the SDDP algorithm (Stochastic Dual Dynamic Programming algorithm), in order to apply it to an optimisation model of the european energy market. This report present both the classic dynamic programming and the SDDP algorithm, and compare their execution on a reducesized problem.

Item Type:Thesis (PFE - Project Graduation)
Subjects:Mathematics and Applications
ID Code:6451
Deposited By:Sophie Chouaf
Deposited On:12 nov. 2013 15:32
Dernière modification:12 nov. 2013 17:35

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