CIRM School STOCORE Stochastic Control for the Management of Renewable Energies

Apr 8 2013 - 00:00
Apr 12 2013 - 23:59

Marseille, Luminy Campus, France

Short description of the event: 

The new structure of power systems, with decentralized and highly variable production sources (renewable energies like wind or photovoltaic) and consumption sinks (accumulators, transport), challenges optimization methods for their management. The course will present stochastic control theory, and extensions to more advanced topics, like risk constraints and informational constraints in large-scale systems. Courses will alternate with computer practical works. The main examples will be taken from dam management under uncertainty. However, the practical issues, the general theory and the numerical methods presented can be applied to other uncertain sources of energy (wind, solar) and, more generally, to the management of smart power systems.


Pierre Carpentier (UMA-ENSTA ParisTech)

Jean-Philippe Chancelier (CERMICS-École des Ponts ParisTech)

Michel De Lara (CERMICS-École des Ponts ParisTech)

The organizers work together at the Optimization and Systems Group at Cermics, the applied mathematics research center of École des Ponts ParisTech. Their central theme of investigation is about numerical methods in stochastic optimization. Since 2000, the Optimization and Systems Group has developed a deep scientific partnership with EDF R & D (Électricité de France Research & Development), forming PhD who have become executives of the OSIRIS department (Optimisation, simulation, risques et statistiques pour les marchés de l'énergie). The group has jointly elaborated methods adapted to the management of energies: coordination of production units under constraint of satisfaction of an uncertain demand, extension of the minimization of production costs on average to include financial and physical risks constraints. These works have been valorized both academically (publications) and within companies.

2 Participants. Location. Dates. Accomodation. Registration

The CIRM School STOCORE is aimed at a public of

industrial engineers,
academics, confirmed or not, including PhD and post-doctorate students.
The CIRM School STOCORE will take place between 8-12 April 2013 at the Centre International de Rencontres Mathématiques (CIRM) at Marseille (South of France).

Registration fees amount to 450 euros and cover accommodation and meals, which are provided at CIRM.

Pre-registration is open. The limit date is 31 December 2012.

For pre-registration, please send before 31 December 2012 an email

to pierre.carpentier [at], delara [at]
with Subject ``Pre-registration STOCORE''
with Body containing personal data (a one-page CV or a link to a professional webpage is welcome).
We have some funding for PhD and post-doctorate students, who should add a one-page motivation letter to their one-page CV.