5 citations · 12 across the 21 of their papers we have counts for
4 papers · 1 filter
Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier +1
In multistage decision problems, it is often the case that an initial strategic decision (such as investment) is followed by many operational ones (operating the investment). Such…
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara
We consider sequences-indexed by time (discrete stages)-of families of multistage stochastic optimization problems. At each time, the optimization problems in a family are paramete…
Optimization of a domestic microgrid equipped with solar panel and battery: Model Predictive Control and Stochastic Dual Dynamic Programming approaches
François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier +1
In this study, a microgrid with storage (battery, hot water tank) and solar panel is considered. We benchmark two algorithms, MPC and SDDP, that yield online policies to manage the…
Multistage Optimization of a Petroleum Production System with Material Balance Model
Cyrille Vessaire, Jean-Philippe Chancelier, Michel de Lara +3
In this paper, we propose a mathematical formulation for the management of an oil production network as a multistage optimization problem. The reservoir is modeled as a controlled…