39 citations · 39 across the 2 of their papers we have counts for
2 papers
math.OC2024
Robust Stochastic Optimal Control via variance penalization: Application to Energy Management Systems
Paul Malisani, Adrien Spagnol, Vivien Smis-Michel
This paper addresses a class of robust stochastic optimal control problems. Its main contribution lies in the introduction of a general optimization model with variance penalizatio…
stat.ML2018★ 39 cited
Global sensitivity analysis for optimization with variable selection
Adrien Spagnol, Rodolphe Le Riche, Sebastien Da Veiga
The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex a…