3 papers
math.OC2021
The stochastic Auxiliary Problem Principle in Banach spaces: measurability and convergence
Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier +1
The stochastic Auxiliary Problem Principle (APP) algorithm is a general Stochastic Approximation (SA) scheme that turns the resolution of an original optimization problem into the…
math.OC2020
A Decomposition Method by Interaction Prediction for the Optimization of Maintenance Scheduling
Jean-Philippe Chancelier, Thomas Bittar, Pierre Carpentier +2
Optimizing maintenance scheduling is a major issue to improve the performance of hydropower plants. We study a system of several physical components of the same family: either a se…
stat.ME2015
Stochastic simulators based optimization by Gaussian process metamodels -- Application to maintenance investments planning issues
Thomas Browne, Bertrand Iooss, Loïc Le Gratiet +2
This paper deals with the optimization of industrial asset management strategies, whose profitability is characterized by the Net Present Value (NPV) indicator which is assessed by…