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math.OC2023
Decomposition Methods for Dynamically Monotone Two-Time-Scale Stochastic Optimization Problems
Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier +1
In energy management, it is common that strategic investment decisions (storage capacity, production units) are made at a slow time scale, whereas operational decisions (storage, p…
math.OC2023
Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process
Cyrille Vessaire, Jean-Philippe Chancelier, Michel de Lara +2
Markov Decision Processes (Mdps) form a versatile framework used to model a wide range of optimization problems. The Mdp model consists of sets of states, actions, time steps, rewa…