Search - Archive ouverte HAL Access content directly

Filter your results

7 Results
authFullName_s : Guy Cohen
Image document

Optimal control under probability constraint

Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen
SADCO Kick off, Mar 2011, Paris, France
Conference papers inria-00585861v1

Particle Methods For Stochastic Optimal Control Problems

Pierre Carpentier , Guy Cohen , Anes Dallagi
Computational Optimization and Applications, 2013, 56 (3), pp.635-674. ⟨10.1007/s10589-013-9579-y⟩
Journal articles hal-00962484v1

Stochastic Multi-Stage Optimization

Pierre Carpentier , Guy Cohen , Jean-Philippe Chancelier , Michel de Lara
Springer. 75, 2015, Probability Theory and Stochastic Modelling, 978-3-319-18137-0. ⟨10.1007/978-3-319-18138-7⟩
Books hal-01165572v1

Décomposition-coordination en optimisation déterministe et stochastique

Pierre Carpentier , Guy Cohen
Springer Berlin Heidelberg, 81, 2017, Mathématiques et Applications, 978-3-662-55427-2. ⟨10.1007/978-3-662-55428-9⟩
Books hal-01581368v1
Image document

Price decomposition in large-scale stochastic optimal control

Kengy Barty , Pierre Carpentier , Guy Cohen , Pierre Girardeau
2010
Preprints, Working Papers, ... hal-00545099v2
Image document

Dynamic consistency for Stochastic Optimal Control problems

Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel de Lara , Pierre Girardeau et al.
Annals of Operations Research, 2011, 17 p. ⟨10.1007/s10479-011-1027-8⟩
Journal articles hal-00483811v1

Dual effect free stochastic controls

Kengy Barty , Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel de Lara et al.
Annals of Operations Research, 2006, 142, pp.41-62. ⟨10.1007/s10479-006-6160-4⟩
Journal articles hal-00978996v1