3 citations · 12 across the 15 of their papers we have counts for
12 papers · 1 filter
Decomposition-Coordination Method for Finite Horizon Bandit Problems
Michel de Lara, Benjamin Heymann, Jean-Philippe Chancelier
Optimally solving a multi-armed bandit problem suffers the curse of dimensionality. Indeed, resorting to dynamic programming leads to an exponential growth of computing time, as th…
Best Convex Lower Approximations of the l 0 Pseudonorm on Unit Balls
Thomas Bittar, Jean-Philippe Chancelier, Michel de Lara
Whereas the norm of a vector measures amplitude (and is a 1-homogeneous function), sparsity is measured by the 0-homogeneous l0 pseudonorm, which counts the number of nonzero compo…
Conditional Infimum and Hidden Convexity in Optimization
Jean-Philippe Chancelier, Michel de Lara
Detecting hidden convexity is one of the tools to address nonconvex minimization problems. After giving a formal definition of hidden convexity, we introduce the notion of conditio…
A Fresh Geometrical Look at the General S-Procedure
Michel de Lara, Jean-Baptiste Hiriart-Urruty
We revisit the S-procedure for general functions with "geometrical glasses". We thus delineate a necessary condition, and almost a sufficient condition, to have the S-procedure val…
Constant Along Primal Rays Conjugacies and Generalized Convexity for Functions of the Support
Jean-Philippe Chancelier, Michel de Lara
The support of a vector in R d is the set of indices with nonzero entries. Functions of the support have the property to be 0-homogeneous and, because of that, the Fenchel conjugac…
Kuhn's Equivalence Theorem for Games in Intrinsic Form
Benjamin Heymann, Michel de Lara, Jean-Philippe Chancelier
We state and prove Kuhn's equivalence theorem for a new representation of games, the intrinsic form. First, we introduce games in intrinsic form where information is represented by…
Comparison Theorem for Viability Kernels via Conic Preorders
Michel de Lara, Pedro Gajardo, Diego Vicencio
In natural resource management, decision-makers often aim at maintaining thestate of the system within a desirable set for all times.For instance, fisheries management procedures i…
Payoffs-Beliefs Duality and the Value of Information
Michel de Lara, Olivier Gossner
In decision problems under incomplete information, actions (identified to payoff vectors indexed by states of nature) and beliefs are naturally paired by bilinear duality. We explo…
A Suitable Conjugacy for the l0 Pseudonorm
Jean-Philippe Chancelier, Michel De Lara, Ponts Paristech
The so-called l0 pseudonorm on R d counts the number of nonzero components of a vector. It is well-known that the l0 pseudonorm is not convex, as its Fenchel biconjugate is zero. I…
A Mathematical Framework for Resilience: Dynamics, Strategies, Shocks and Acceptable Paths
Michel De Lara
Resilience is a rehashed concept in natural hazard management - resilience of cities to earthquakes, to floods, to fire, etc. In a word, a system is said to be resilient if there e…
Ecosystem Viable Yields
Michel De Lara, Eladio Ocana Anaya, Ricardo Oliveros--Ramos +1
The World Summit on Sustainable Development (Johannesburg, 2002) encouraged the application of the ecosystem approach by 2010. However, at the same Summit, the signatory States und…
Viability Kernel for Ecosystem Management Models
Eladio Ocana Anaya, Michel De Lara, Ricardo Oliveros--Ramos +1
We consider sustainable management issues formulated within the framework of control theory. The problem is one of controlling a discrete--time dynamical system (e.g. population mo…