Michel De Lara

34 papers A* 1Journal 33
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
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
Games in Product Form for Demand Response Modelling.
CoRR
Thomas Buchholtzer, Michel De Lara
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 fresh geometrical look at the general S-procedure.
Optim. Lett.
Michel De Lara, Jean-Baptiste Hiriart-Urruty
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
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
Comparison theorem for viability kernels via conic preorders.
Syst. Control. Lett.
Michel De Lara, Pedro Gajardo, Diego Vicencio
2020 J jnl
Equivalence between time consistency and nested formula.
Ann. Oper. Res.
Henri Gérard, Michel De Lara, Jean-Philippe Chancelier
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
2020 J jnl
Optimal Joint Allocation of Efforts in Inclusive Fitness by Related Individuals.
CoRR
Michel De Lara
2020 J jnl
Payoffs-Beliefs Duality and the Value of Information.
SIAM J. Optim.
Michel De Lara, Olivier Gossner
2017 J jnl
Rationally Biased Learning.
CoRR
Michel De Lara
2016 J jnl
Building up time-consistency for risk measures and dynamic optimization.
Eur. J. Oper. Res.
Michel De Lara, Vincent Leclère
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
2011 J jnl
Ecosystem Viable Yields
CoRR
Michel De Lara, Eladio Ocaña Anaya, Ricardo Oliveros-Ramos, Jorge Tam
2011 J jnl
Viable states for monotone harvest models.
Syst. Control. Lett.
Michel De Lara, Pedro Gajardo, Héctor Ramírez Cabrera
2010 J jnl
Stochastic viability and dynamic programming.
Syst. Control. Lett.
Luc Doyen, Michel De Lara
2009 J jnl
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints.
SIAM J. Optim.
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
2007 J jnl
A tight sufficient condition for Radner-Stiglitz nonconcavity in the value of information.
J. Econ. Theory
Michel De Lara, Laurent Gilotte
2007 J jnl
Monotonicity properties for the viable control of discrete-time systems.
Syst. Control. Lett.
Michel De Lara, Luc Doyen, Thérèse Guilbaud, Marie-Joëlle Rochet
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