Skip to Main content Skip to Navigation
Conference papers

A N-dimensional Stochastic Control Algorithm for Electricity Asset Management on PC cluster and Blue Gene Supercomputer

Stéphane Vialle 1, 2 Xavier Warin 3 Patrick Mercier 1
2 ALGORILLE - Algorithms for the Grid
INRIA Lorraine, LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications
Abstract : Management of French electricity production to control cost while satisfying demand, leads to solve a stochastic optimization problem where the main sources of uncertainty are the demand load, the electricity and fuel market prices, the hydraulicity, and the availability of the thermal production assets. A stochastic dynamic programming method is an interesting solution, but is both CPU and memory consuming. It requires parallelization to achieve speedup and size up, and to deal with a big number of stocks (N) and a big number of uncertainty factors. This paper introduces a distribution of a N-dimension stochastic dynamic programming application, on PC clusters and IBM Blue Gene/L super-computer. It has needed to parallelize input and output file accesses from thousands of processors, to load balance a N-dimension cube of data and computation evolving at each time step, and to compute Monte-Carlo simulations requiring data spread in many separate files managed by different processors. Finally, a successful experiment of a 7-stock problem using up to 8192 processors validates this distribution strategy.
Complete list of metadata

Cited literature [5 references]  Display  Hide  Download
Contributor : Sébastien van Luchene Connect in order to contact the contributor
Submitted on : Monday, June 30, 2008 - 10:00:57 AM
Last modification on : Monday, December 6, 2021 - 6:08:02 PM
Long-term archiving on: : Friday, May 28, 2010 - 10:59:29 PM


Files produced by the author(s)


  • HAL Id : hal-00291814, version 1



Stéphane Vialle, Xavier Warin, Patrick Mercier. A N-dimensional Stochastic Control Algorithm for Electricity Asset Management on PC cluster and Blue Gene Supercomputer. PARA 2008, May 2008, Trondheim, Norway. 4 p. ⟨hal-00291814⟩



Les métriques sont temporairement indisponibles