9 citations · 14 across the 23 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…
Duality Between Lagrangians and Rockafellians
Michel de Lara
In his monograph \emph{Conjugate Duality and Optimization}, Rockafellar puts forward a ``perturbation + duality'' method to obtain a dual problem for an original minimization probl…
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…
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…