Quentin Jacquet, PhD

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My research is about optimization, Principal-Agent models, quantization, ergodic control and applications to electricity pricing.

I defended my PhD "Stackelberg games, optimal pricing and application to electricity markets" on October 24, 2023 at Ecole polytechnique. You can find the complete manuscript here and the slides of the defense there. I was supervised by Stéphane Gaubert (INRIA, CMAP), Wim Van Ackooij (EDF) and Clémence Alasseur (EDF).

Publications

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Preprint

• A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets
  Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
  arXiv, 2023, To appear in the proceedings of the 62nd Conference on Decision and Control (IEEE CDC)
• Entropic Lower Bound of Cardinality for Sparse Optimization
  Quentin Jacquet, Agnes Bialecki, Laurent El Ghaoui, Stéphane Gaubert, Riadh Zorgati
  hal, 2022
• Tight Bound for Sum of Heterogeneous Random Variables: Application to Chance Constrained Programming
  Quentin Jacquet, Riadh Zorgati
  arXiv, 2022
• A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings
  Clémence Alasseur, Erhan Bayraktar, Roxana Dumitrescu, Quentin Jacquet
  arXiv, 2022

Publications

• Quadratic regularization of bilevel pricing problems and application to electricity retail markets
  Quentin Jacquet, Wim Van Ackooij, Clémence Alasseur, Stéphane Gaubert
  European Journal of Operational Research, 2023
  arXiv
• Ergodic control of a heterogeneous population and application to electricity pricing
  Quentin Jacquet, Wim Van Ackooij, Clémence Alasseur, Stéphane Gaubert
  2022 IEEE 61st Conference on Decision and Control (CDC), Cancun, Mexico, 2022, pp. 3617-3624
  arXiv
• Information geometry in a reduced model of self-organised shear flows without the uniform coloured noise approximation
  Eun-jin Kim, Quentin Jacquet, Rainer Hollerbach
  Journal of Statistical Mechanics: Theory and Experiment, 2019, vol. 2019, no 2, p. 023204
• Time-Dependent Probability Density Functions and Attractor Structure in Self-Organised Shear Flows
  Quentin Jacquet, Eun-jin Kim, Rainer Hollerbach
  Entropy, 2018, vol. 20, no 8, p. 613

Talks

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Talks

• A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings
  SIAM OP23 (Seattle) and SIAM FM23 (Philadelphia), June 2023, Slides
• Optimalité des politiques de rabais récurrents pour un modèle bi-niveau avec inertie des clients
  Congrès ROADEF, February 2023, Slides
• Ergodic Control of a Heterogeneous Population and application to Electricity Pricing
  IEEE CDC 2022 (Cancun), December 2022, Video, Slides
• A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings
  PGMO DAYS, December 2022, Slides
• Bilevel optimization for the electricity pricing
  Optimization at the Second Level, Schloss Dagstuhl, November, 2022, Slides
• Une régularisation quadratique pour la tarification de contrats d'électricité
  Congrès ROADEF, February 2022
• A Quadratic Regularization for the Multi-Attribute Unit-Demand Envy-Free Pricing Problem
  PGMO DAYS, December 2021

Prices

• Optimisation de la planification des maintenances dans les ouvrages hydrauliques
  Prix du mémoire de master en RO/AD, March 2020
  EDF, ROADEF

Teaching

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• Introduction to quadratic optimization (AO101)

  1st year at ENSTA Paris (equivalent L3)
  • Convex optimization
  • Algorithms for unconstrained and linearly constrained problem

• Introduction to C++ (OMI303)

  2nd year at ENSAE Paris (equivalent M1)

• Project in Python, see here

  1st year at ENSAE Paris (equivalent L3)