4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.OC2010★ 4 cited
Price decomposition in large-scale stochastic optimal control
Kengy Barty, Pierre Carpentier, Guy Cohen +1
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dy…
math.OC2009
Decomposition of large-scale stochastic optimal control problems
Kengy Barty, Pierre Carpentier, Pierre Girardeau
In this paper, we present an Uzawa-based heuristic that is adapted to some type of stochastic optimal control problems. More precisely, we consider dynamical systems that can be di…