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hal-00975464v1  Journal articles
Pierre CarpentierJean-Philippe ChancelierMichel de Lara. Approximations of Stochastic Optimization Problems Subject to Measurability Constraints
SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2009, 19 (4), pp.1719-1734. ⟨10.1137/070692376⟩
hal-00978996v1  Journal articles
Kengy BartyPierre CarpentierJean-Philippe ChancelierGuy CohenMichel de Lara et al.  Dual effect free stochastic controls
Annals of Operations Research, Springer Verlag, 2006, 142, pp.41-62. ⟨10.1007/s10479-006-6160-4⟩
hal-00962484v1  Journal articles
Pierre CarpentierGuy CohenAnes Dallagi. Particle Methods For Stochastic Optimal Control Problems
Computational Optimization and Applications, Springer Verlag, 2013, 56 (3), pp.635-674. ⟨10.1007/s10589-013-9579-y⟩
hal-01165572v1  Books
Pierre CarpentierGuy CohenJean-Philippe ChancelierMichel de Lara. Stochastic Multi-Stage Optimization
Springer. 75, 2015, Probability Theory and Stochastic Modelling, 978-3-319-18137-0. ⟨10.1007/978-3-319-18138-7⟩
hal-02032865v1  Journal articles
Tristan RigautPierre CarpentierJean-Philippe ChancelierMichel de LaraJulien Waeytens. Stochastic Optimization of Braking Energy Storage and Ventilation in a Subway Station
IEEE Transactions on Power Systems, Institute of Electrical and Electronics Engineers, 2019, 34 (2), pp.1256--1263. ⟨10.1109/TPWRS.2018.2873919⟩
hal-01744035v2  Journal articles
Vincent LeclèrePierre CarpentierJean-Philippe ChancelierArnaud LenoirFrançois Pacaud. Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality
SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2020, 30 (2), pp.1223-1250. ⟨10.1137/19M1258876⟩