Alain Haurie

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Cahiers du GERAD

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This paper deals with the modeling of economy-environment interactions for several countries which are assumed to behave competitively for the control of th...

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This paper presents the first experiments undertaken with a stochastic programming model of gas contract portfolio management. This model is intended to be ...

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A multiregional electricity supply and trading model, derived from MARKAL and involving four regions, is used to assess the advantages derived from a cooper...

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The interaction between a utility company and electricity cogenerators is modeled via a game theoretic, systems analysis approach, under the assumption of a...

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This paper deals with a stochastic programming model which complements long range market simulation models such as those currently developed by several gas ...

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In this paper, we report on an updated, improved version of the MARKAL energy model, developed in the late 1970's under the aegis of member countries of the...

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In this article, a MARKAL model of electricity trading between four regions is presented and used to simulate the advantages derived from cooperative planni...

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This paper presents a stochastic dynamic cooperative game model of power exchange between interconnected utilities. The model is used for the qualitative a...

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This paper deals with a decomposition technique for linear programs which proposes a new treatment of the master program in the classical Dantzig-Wolfe algo...

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In this paper we study the infinite-horizon optimal control of linear stochastic systems with quadratic cost integrand.

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This paper presents a model for the optimization of productivity in a steel plant comprised of four arc furnaces and three continuous casting machines and su...

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We report on the development of a linear process model of energy supplies and uses in the province of Ontario (Canada). The minerals industries producing ...

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The MARKAL-Québec dynamic process model is used to simulate the reaction of the Québec energy and industrial sectors to the imposition of upper limits on th...

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This paper addresses the question of determining an optimal mix of gas contracts for a producer supplying the North American gas market. We first propose a ...

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This paper proposes a numerical technique, called Turnpike Improvement, for the approximation of the solution of a class of piecewise deterministic control...

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This paper deals with a class of stochastic differential games where the mode of play changes according to a stochastic jumpprocess. Between two successive...

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This paper deals with a continuous-time stochastic control model designed for planning production and preventive maintenance in a flexible manufacturing syst...

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The aim of this paper is the characterization and the computation of equilibrium solutions in multistage games represented by networks. More specifically, w...

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The interaction between a utility company and electricity cogenerators is modeled via a game-theoretic, systems analysis approach, under the assumption of a...

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This paper establishes a relationship between the concept of hedging point, first introduced in the realm of FMS flow control models, and the turnpike prop...

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