Jean-Philippe Chancelier

36 papers A* 1A 1Journal 32Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization.
J. Optim. Theory Appl.
Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
2026 J jnl
Optimal operation and valuation of electricity storage systems in intraday markets.
Comput. Manag. Sci.
Jean-Philippe Chancelier, Michel De Lara, Tanguy Lindegaard, François Pacaud, Teemu Pennanen, Ari-Pekka Perkkiö
2026 J jnl
Subgradient selector in the generalized cutting plane method with an application to sparse optimization.
Optim. Lett.
Seta Rakotomandimby, Jean-Philippe Chancelier, Michel De Lara, Adrien Le Franc
2025 J jnl
A stochastic algorithm for deterministic multistage optimization problems.
Ann. Oper. Res.
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
2025 J jnl
Complexity Bounds for Deterministic Partially Observed Markov Decision Processes.
Ann. Oper. Res.
Cyrille Vessaire, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, Alejandro Rodríguez-Martínez
2025 J jnl
Low-thrust Interplanetary Trajectories with Missed Thrust Events: a Numerical Approach.
CoRR
Jean-Philippe Chancelier, Pierre Carpentier, Guy Cohen, Thierry Dargent, Richard Epenoy
2025 J jnl
Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques.
J. Optim. Theory Appl.
Raian Lefgoum, Sezin Afsar, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
2024 J jnl
Decomposition methods for monotone two-time-scale stochastic optimization problems.
Comput. Manag. Sci.
Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
2024 A* conf
Learning with Fitzpatrick Losses.
NeurIPS
Seta Rakotomandimby, Jean-Philippe Chancelier, Michel De Lara, Mathieu Blondel
2024 J jnl
Learning with Fitzpatrick Losses.
CoRR
Seta Rakotomandimby, Jean-Philippe Chancelier, Michel De Lara, Mathieu Blondel
2024 J jnl
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation.
SIAM J. Optim.
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
2022 J jnl
A decomposition method by interaction prediction for the optimization of maintenance scheduling.
Ann. Oper. Res.
Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier, Jérôme Lonchampt
2022 J jnl
Kuhn's equivalence theorem for games in product form.
Games Econ. Behav.
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
2022 J jnl
Multistage optimization of a petroleum production system with material balance model.
Comput. Chem. Eng.
Cyrille Vessaire, Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier, Alejandro Rodríguez-Martínez, Anna Robert
2022 J jnl
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence.
SIAM J. Optim.
Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier, Jérôme Lonchampt
2021 J jnl
Causal Inference Theory with Information Dependency Models.
CoRR
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
2021 J jnl
Conditional Separation as a Binary Relation.
CoRR
Jean-Philippe Chancelier, Michel De Lara, Benjamin Heymann
2021 J jnl
Kuhn's Equivalence Theorem for Games in Product Form.
CoRR
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
2021 J jnl
Topological Conditional Separation.
CoRR
Michel De Lara, Jean-Philippe Chancelier, Benjamin Heymann
2020 J jnl
Equivalence between time consistency and nested formula.
Ann. Oper. Res.
Henri Gérard, Michel De Lara, Jean-Philippe Chancelier
2020 J jnl
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality.
SIAM J. Optim.
Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud
2020 J jnl
Kuhn's Equivalence Theorem for Games in Intrinsic Form.
CoRR
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
2020 J jnl
Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems.
J. Optim. Theory Appl.
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud
2019 — conf
A Min-plus-SDDP Algorithm for Deterministic Multistage Convex Programming.
CDC
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
2019 — conf
Translating Simulink Models to Modelica using the {\NSP} Platform.
Modelica
Jean-Philippe Chancelier, Sébastien Furic, Pierre Weis
2018 J jnl
Stochastic decomposition applied to large-scale hydro valleys management.
Eur. J. Oper. Res.
Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud
2015 J jnl
A novel code generation methodology for block diagram modeler and simulators Scicos and VSS.
CoRR
Jean-Philippe Chancelier, Ramine Nikoukhah
2014 J jnl
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.
Concurr. Comput. Pract. Exp.
Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong
2012 J jnl
Dynamic consistency for stochastic optimal control problems.
Ann. Oper. Res.
Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau
2010 J jnl
Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture
CoRR
Jean-Philippe Chancelier, Jérôme Lelong, Bernard Lapeyre
2009 J jnl
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints.
SIAM J. Optim.
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
2009 A conf
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.
IPDPS
Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong
2007 J jnl
A policy iteration algorithm for fixed point problems with nonexpansive operators.
Math. Methods Oper. Res.
Jean-Philippe Chancelier, Marouen Messaoud, Agnès Sulem
2007 J jnl
Risk Aversion, Road Choice, and the One-Armed Bandit Problem.
Transp. Sci.
Jean-Philippe Chancelier, Michel De Lara, André de Palma
2006 J jnl
Dual effect free stochastic controls.
Ann. Oper. Res.
Kengy Barty, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Thérèse Guilbaud, Pierre Carpentier
1994 J jnl
Analysis of a Conservation PDE With Discontinuous Flux: A Model of Settler.
SIAM J. Appl. Math.
Jean-Philippe Chancelier, Michel Cohen De Lara, F. Pacard