Concept

Théorie du risque

Publications associées (18)

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Colin Neil Jones, Paul Scharnhorst, Rafael Eduardo Carrillo Rangel, Pierre-Jean Alet, Baptiste Schubnel

Buildings are a promising source of flexibility for the application of demand response. In this work, we introduce a novel battery model formulation to capture the state evolution of a single building. Being fully data-driven, the battery model identificat ...

IEEE2023

Uncertainty-aware Flexibility Envelope Prediction in Buildings with Controller-agnostic Battery Models

Colin Neil Jones, Paul Scharnhorst, Rafael Eduardo Carrillo Rangel, Pierre-Jean Alet, Baptiste Schubnel

2022

Aerosol formation and growth rates from chamber experiments using Kalman smoothing

Lubna Dada

Bayesian state estimation in the form of Kalman smoothing was applied to differential mobility analyser train (DMA-train) measurements of aerosol size distribution dynamics. Four experiments were analysed in order to estimate the aerosol size distribution, ...

2021

Distributionally Robust Mechanism Design

Daniel Kuhn, Cagil Kocyigit, Wolfram Wiesemann

We study a mechanism design problem where an indivisible good is auctioned to multiple bidders, for each of whom it has a private value that is unknown to the seller and the other bidders. The agents perceive the ensemble of all bidder values as a random v ...

2020

Essays on adaptation to rare disasters

Takafumi Usui

This thesis aims to further investigate rare natural disasters and studies adaptation decisions under uncertainty by solving several computational economic models. The modeling of rare natural disasters depends on the treatment of catastrophic outcomes wit ...

EPFL2019

Machine Learning for Uncertainty Reduction in Biochemical Kinetic Models

Vassily Hatzimanikatis, Ljubisa Miskovic, Michaël Roger Germain Moret

The primary goal of kinetic models is to capture the systemic properties of the metabolic networks, and we need large-scale kinetic models for reliable in silico analyses of the complex dynamic behavior of metabolism. However, parameter uncertainty hinders ...

2018

Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

Michele Pisaroni

The vast majority of problems that arise in aircraft production and operation require decisions to be made in the presence of uncertainty. An effective and accurate quantification and control of the level of uncertainty introduced in the design phase and d ...

EPFL2017

Predictive Models for Thermal Stability and Explosive Properties of Chemicals from Molecular Structure

Nadia Baati

Industrial chemical processes may involve thermal risks as most of the reactions performed are exothermic, the chemicals used are often thermally unstable, and the operating conditions are set to induce high conversion and throughput. Besides the reactive ...

EPFL2016

Towards large-scale commercialization of fuel cells

Thierry Mikaël Cornu

The present and future challenges that humanity is facing regarding consumption and supply of energy constitute the context of this research. The technology in which we are interested is the fuel cell, mainly because of its high efficiency for the conversi ...

EPFL2016

Event risk, contingent claims and the temporal resolution of uncertainty

Pierre Collin Dufresne, Julien Hugonnier

We study the pricing and hedging of contingent claims that are subject to Event Risk which we define as rare and unpredictable events whose occurrence may be correlated to, but cannot be hedged perfectly with standard marketed instruments. The super-replic ...

Springer2014

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