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Design and Experimentation of a Large Scale Distributed Stochastic Control Algorithm Applied to Energy Management Problems

Xavier Warin 1 Stéphane Vialle 2, 3
1 EDF - EDF
2 ALGORILLE - Algorithms for the Grid
INRIA Lorraine, LORIA - Laboratoire Lorrain de Recherche en Informatique et ses Applications
3 SUPELEC-Campus Metz
Abstract : The Stochastic Dynamic Programming method often used to solve some stochastic optimization problems is only usable in low dimension, being plagued by the curse of dimensionality. In this article, we explain how to postpone this limit by using High Performance Computing: parallel and distributed algorithms design, optimized implementations and usage of large scale distributed architectures (PC clusters and Blue Gene/P).
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https://hal-supelec.archives-ouvertes.fr/hal-00537341
Contributor : Sébastien van Luchene <>
Submitted on : Thursday, November 18, 2010 - 12:00:41 PM
Last modification on : Monday, December 14, 2020 - 2:10:02 PM

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  • HAL Id : hal-00537341, version 1

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CNRS | INRIA | SUPELEC | LORIA | UNIV-LORRAINE | EDF

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Xavier Warin, Stéphane Vialle. Design and Experimentation of a Large Scale Distributed Stochastic Control Algorithm Applied to Energy Management Problems. Chris Myers. Stochastic Control, Sciyo, pp.103-124, 2010. ⟨hal-00537341⟩

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