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math.OC2026
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…
math.OC2024
Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
Raian Lefgoum, Sezin Afsar, Pierre Carpentier +2
The development of hydrogen infrastructures requires to reduce their costs. In this paper, we develop a multistage stochastic optimization model for the management of a hydrogen in…