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