9 citations · 33 across the 49 of their papers we have counts for
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A stochastic algorithm for deterministic multistage optimization problems
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
Several attempts to dampen the curse of dimensionnality problem of the Dynamic Programming approach for solving multistage optimization problems have been investigated. One popular…
Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation
Jean-Philippe Chancelier, Michel De Lara
Given two couplings between "primal" and "dual" sets, we prove a general implication that relates an inequality involving "primal" sets to a reverse inequality involving the "dual"…
Time Blocks Decomposition of Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +2
Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decompositio…
Stochastic Optimization of Braking Energy Storage and Ventilation in a Subway Station
Tristan Rigaut, Pierre Carpentier, Jean Philippe Chancelier +2
In the Paris subway system, stations represent about one third of the overall energy consumption. Within stations, ventilation is among the top consuming devices; it is operated at…
Stochastic optimal control of a domestic microgrid equipped with solar panel and battery
François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier +1
Microgrids are integrated systems that gather and operate energy production units to satisfy consumers demands. This paper details different mathematical methods to design the Ener…