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Bandit algorithms for power consumption control

Presented by: 
Pierre Gaillard
Friday 11th January 2019 - 13:30 to 14:30
INI Seminar Room 1
Session Title: 
Broadening the Perspective
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
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons