Bandit algorithms for power consumption control

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• Pierre Gaillard (INRIA Paris - Rocquencourt; ENS - Paris)
• Friday 11 January 2019, 13:30-14:30
• Seminar Room 1, Newton Institute.

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MESW01 - Flexible operation and advanced control for energy systems

We are interesting in optimizing price signals sent by an electricity provider to its customers so has to modify their electricity consumption. We formulate this problem as a sequential problem in which the electricity provider send signals and sequentially observes corresponding feedback. The mathematical theory of bandits will be adapted to this exploration – exploitation problem.

This is a joint work with Margaux Brégère, Gilles Stoltz and Yannig Goude

This talk is part of the Isaac Newton Institute Seminar Series series.

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