D. E. Olivares, A. Mehrizi-sani, A. H. Etemadi, C. Canizares, R. Iravani et al., Trends in Microgrid Control, IEEE Transactions on Smart Grid, vol.5, issue.4, pp.1905-1919, 2014.
DOI : 10.1109/TSG.2013.2295514

C. E. Garcia, D. M. Prett, and M. Morari, Model predictive control: Theory and practice???A survey, Automatica, vol.25, issue.3, pp.335-348, 1989.
DOI : 10.1016/0005-1098(89)90002-2

F. Oldewurtel, Stochastic model predictive control for energy efficient building climate control, 2011.

P. Malisani, Pilotage dynamique de l'´ energie du bâtiment par commande optimale sous contraintes utilisant la pénalisation intérieure, 2012.

M. Y. Lamoudi, Distributed Model Predictive Control for energy management in buildings, 2012.
URL : https://hal.archives-ouvertes.fr/hal-00699938

K. Paridari, A. Parisio, H. Sandberg, and K. H. Johansson, Robust Scheduling of Smart Appliances in Active Apartments With User Behavior Uncertainty, IEEE Transactions on Automation Science and Engineering, vol.13, issue.1, pp.247-259, 2016.
DOI : 10.1109/TASE.2015.2497300

M. D. Lara, P. Carpentier, J. Chancelier, and V. , Lecì ere, Optimization Methods for the Smart Grid. Conseil Francais de l'Energie, 2014.

M. V. Pereira and L. M. Pinto, Multi-stage stochastic optimization applied to energy planning, Mathematical programming, pp.359-375, 1991.
DOI : 10.1007/BF01582895

P. Haessig, Dimensionnement et gestion d'un stockage d'´ energie pour l'atténuation des incertitudes de productionéolienneproduction´productionéolienne, 2014.

B. Heymann, J. F. Bonnans, F. Silva, and G. Jimenez, A stochastic continuous time model for microgrid energy management, 2016 European Control Conference (ECC), pp.2084-2089, 2016.
DOI : 10.1109/ECC.2016.7810599
URL : https://hal.archives-ouvertes.fr/hal-01314078

D. P. Bertsekas, Dynamic programming and optimal control, Athena Scientific Belmont, vol.1, 2005.

A. Shapiro, Analysis of stochastic dual dynamic programming method, European Journal of Operational Research, vol.209, issue.1, pp.63-72, 2011.
DOI : 10.1016/j.ejor.2010.08.007
URL : http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf

A. B. Philpott and Z. Guan, On the convergence of stochastic dual dynamic programming and related methods, Operations Research Letters, vol.36, issue.4, pp.450-455, 2008.
DOI : 10.1016/j.orl.2008.01.013

P. Girardeau, V. Lecì, and A. B. Philpott, On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs, Mathematics of Operations Research, vol.40, issue.1, pp.130-145, 2014.
DOI : 10.1287/moor.2014.0664
URL : https://hal.archives-ouvertes.fr/hal-01208295

A. N. Riseth, J. N. Dewynne, and C. L. Farmer, A comparison of control strategies applied to a pricing problem in retail, 2017.

T. Schütz, R. Streblow, and D. Müller, A comparison of thermal energy storage models for building energy system optimization, Energy and Buildings, vol.93, pp.23-31, 2015.
DOI : 10.1016/j.enbuild.2015.02.031

N. Beeker, P. Malisani, and N. Petit, Discrete-time optimal control of electric hot water tank, DYCOPS, 2016.
DOI : 10.1016/j.ifacol.2016.07.301
URL : https://hal.archives-ouvertes.fr/hal-01444280

T. Berthou, Development of building models for load curve forecast and design of energy optimization and load shedding strategies, 2013.
URL : https://hal.archives-ouvertes.fr/pastel-00935434

O. Kallenberg, Foundations of Modern Probability, 2002.
DOI : 10.1007/978-1-4757-4015-8

R. Baetens and D. Saelens, Modelling uncertainty in district energy simulations by stochastic residential occupant behaviour, Journal of Building Performance Simulation, vol.90, issue.1, pp.431-447, 2016.
DOI : 10.1016/j.enbuild.2008.11.013

I. Dunning, J. Huchette, and M. Lubin, JuMP: A Modeling Language for Mathematical Optimization, SIAM Review, vol.59, issue.2, pp.295-320, 2017.
DOI : 10.1137/15M1020575

G. O. Inc, Gurobi Optimizer Reference Manual, 2014.

J. Widén and E. Wäckelgård, A high-resolution stochastic model of domestic activity patterns and electricity demand, Applied Energy, vol.87, issue.6, pp.1880-1892, 2010.
DOI : 10.1016/j.apenergy.2009.11.006

S. Lloyd, Least squares quantization in PCM, IEEE Transactions on Information Theory, vol.28, issue.2, pp.129-137, 1982.
DOI : 10.1109/TIT.1982.1056489
URL : http://www.cs.toronto.edu/~roweis/csc2515-2006/readings/lloyd57.pdf