Geodesic
Regression Monte Carlo for microgrid management
Clemence Alasseur1 ; Alessandro Balata2 ; Sahar Ben Aziza3 ; Aditya Maheshwari4 ; Peter Tankov5 ; Xavier Warin1
1 EDF R&D - FIME, Palaiseau, France
2 University of Leeds, Woodhouse Lane, Leeds LS2 9JT, United Kingdom
3 University of Tunis El Manar,ENIT-LAMSIN, BP.37, Le Belvédère 1002 Tunis, Tunisia
4 University of California, Santa Barbara, USA
5 CREST-ENSAE, Palaiseau, France
ESAIM. Proceedings, Tome 65 (2019), pp. 46-67 Cet article a éte moissonné depuis la source EDP Sciences

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We study an islanded microgrid system designed to supply a small village with the power produced by photovoltaic panels, wind turbines and a diesel generator. A battery storage system device is used to shift power from times of high renewable production to times of high demand. We build on the mathematical model introduced in [14] and optimize the diesel consumption under a “no-blackout” constraint. We introduce a methodology to solve microgrid management problem using different variants of Regression Monte Carlo algorithms and use numerical simulations to infer results about the optimal design of the grid.
DOI : 10.1051/proc/201965046

Clemence Alasseur 1 ; Alessandro Balata 2 ; Sahar Ben Aziza 3 ; Aditya Maheshwari 4 ; Peter Tankov 5 ; Xavier Warin 1

1 EDF R&D - FIME, Palaiseau, France
2 University of Leeds, Woodhouse Lane, Leeds LS2 9JT, United Kingdom
3 University of Tunis El Manar,ENIT-LAMSIN, BP.37, Le Belvédère 1002 Tunis, Tunisia
4 University of California, Santa Barbara, USA
5 CREST-ENSAE, Palaiseau, France 
@article{EP_2019_65_a3,
     author = {Clemence Alasseur and Alessandro Balata and Sahar Ben Aziza and Aditya Maheshwari and Peter Tankov and Xavier Warin},
     title = {Regression {Monte} {Carlo} for microgrid management},
     journal = {ESAIM. Proceedings},
     pages = {46--67},
     year = {2019},
     volume = {65},
     doi = {10.1051/proc/201965046},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201965046/}
}
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AU  - Peter Tankov
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%A Alessandro Balata
%A Sahar Ben Aziza
%A Aditya Maheshwari
%A Peter Tankov
%A Xavier Warin
%T Regression Monte Carlo for microgrid management
%J ESAIM. Proceedings
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Clemence Alasseur; Alessandro Balata; Sahar Ben Aziza; Aditya Maheshwari; Peter Tankov; Xavier Warin. Regression Monte Carlo for microgrid management. ESAIM. Proceedings, Tome 65 (2019), pp. 46-67. doi: 10.1051/proc/201965046

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