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Séminaire du GERAD

Modeling the management of microgrid equipped with PV panels and battery; resolution using McKean forward-backward stochastic differential equations

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12 oct. 2017   10h45 — 12h00

Emmanuel Gobet École Polytechnique, France

We describe the mathematical modeling and the numerical resolution of the optimal management of the electricity consumption of a building equipped with solar panels and battery. The storage facilities help to smooth the load on the large grid. The optimal battery control is related to solving a McKean FBSDE. Some numerical experiments are supporting the study.


Entrée gratuite.
Bienvenue à tous!

Pierre L'Ecuyer responsable

Lieu

Salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour Montréal QC H3T 1J4 Canada

Organisme associé

Chaire de recherche du Canada en simulation et optimisation stochastiques