Jean-Philippe Chancelier

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal operation and valuation of electricity storage systems in intraday markets
Computational Management Science
2026-05-21Paper
Differentiability and regularization of parametric convex value functions in stochastic multistage optimization
Journal of Optimization Theory and Applications
2026-03-03Paper
Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
Journal of Optimization Theory and Applications
2025-09-02Paper
A stochastic algorithm for deterministic multistage optimization problems
Annals of Operations Research
2025-02-17Paper
Complexity bounds for deterministic partially observed Markov decision processes
Annals of Operations Research
2025-02-12Paper
A unified view of polarity for functions
Journal of Convex Analysis
2025-01-31Paper
Decomposition methods for monotone two-time-scale stochastic optimization problems
Computational Management Science
2024-05-14Paper
The Capra-subdifferential of the ℓ <sub>0</sub> pseudonorm
Optimization
2024-03-19Paper
Orthant-strictly monotonic norms, generalized top-k and k-support norms and the _0 pseudonorm
(available as arXiv preprint)
2023-09-01Paper
Orthant-strictly monotonic norms, generalized top-k and k-support norms and the _0 pseudonorm2023-09-01Paper
Decomposition Methods for Dynamically Monotone Two-Time-Scale Stochastic Optimization Problems2023-03-07Paper
Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process2023-01-20Paper
Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization2022-12-20Paper
A decomposition method by interaction prediction for the optimization of maintenance scheduling
Annals of Operations Research
2022-09-24Paper
Kuhn's equivalence theorem for games in product form
Games and Economic Behavior
2022-09-23Paper
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation2022-08-29Paper
The stochastic auxiliary problem principle in Banach spaces: measurability and convergence
SIAM Journal on Optimization
2022-08-19Paper
Capra-convexity, convex factorization and variational formulations for the _0 pseudonorm
Set-Valued and Variational Analysis
2022-06-03Paper
Optimization of a domestic microgrid equipped with solar panel and battery: Model Predictive Control and Stochastic Dual Dynamic Programming approaches2022-05-16Paper
Daily Generation Scheduling : Decomposition Methods to Solve the Hydraulic Problems2022-04-11Paper
Constant along primal rays conjugacies and the <i>l</i><sub>0</sub> pseudonorm
Optimization
2022-04-01Paper
Minimization interchange theorem on posets
Journal of Mathematical Analysis and Applications
2022-01-21Paper
Multistage Optimization of a Petroleum Production System with Material Balance Model2022-01-04Paper
Decentralized Multistage Optimization of Large-Scale Microgrids under Stochasticity2021-06-08Paper
Decomposition-Coordination Method for Finite Horizon Bandit Problems2021-06-02Paper
Rank-Based Norms, Capra-Conjugacies and the Rank Function2021-05-31Paper
Best Convex Lower Approximations of the l 0 Pseudonorm on Unit Balls2021-05-31Paper
Conditional Infimum and Hidden Convexity in Optimization2021-04-12Paper
Hidden convexity in the _0 pseudonorm2021-01-18Paper
Hidden convexity in the _0 pseudonorm
(available as arXiv preprint)
2021-01-18Paper
Equivalence between time consistency and nested formula
Annals of Operations Research
2021-01-06Paper
Constant Along Primal Rays Conjugacies and Generalized Convexity for Functions of the Support2020-10-23Paper
Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming2020-10-20Paper
Mixed spatial and temporal decompositions for large-scale multistage stochastic optimization problems
Journal of Optimization Theory and Applications
2020-09-10Paper
Exact converging bounds for stochastic dual dynamic programming via Fenchel duality
SIAM Journal on Optimization
2020-05-20Paper
EMSx: a numerical benchmark for energy management systems2020-01-02Paper
Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management2019-12-23Paper
Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation2019-10-16Paper
Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation
(available as arXiv preprint)
2019-10-16Paper
Lower Bound Convex Programs for Exact Sparse Optimization2019-02-13Paper
A Suitable Conjugacy for the l0 Pseudonorm2019-02-13Paper
A stochastic algorithm for deterministic multistage optimization problems2018-10-30Paper
Stochastic decomposition applied to large-scale hydro valleys management
European Journal of Operational Research
2018-07-25Paper
Stochastic optimal control of a domestic microgrid equipped with solar panel and battery2018-01-19Paper
Stochastic Optimization of Braking Energy Storage and Ventilation in a Subway Station2018-01-09Paper
Auxiliary problem principle and inexact variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function2015-08-12Paper
Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming
Probability Theory and Stochastic Modelling
2015-04-30Paper
Extensions and applications of ACF mappings
Journal of Mathematical Analysis and Applications
2015-02-24Paper
Dynamic consistency for stochastic optimal control problems
Annals of Operations Research
2013-01-15Paper
Modeling and simulation in Scilab/Scicos with ScicosLab 4.42010-02-17Paper
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints
SIAM Journal on Optimization
2009-11-27Paper
Risk aversion in expected intertemporal discounted utilities bandit problems
Theory and Decision
2009-11-04Paper
\(\mathcal T\)-class algorithms for pseudocontractions and \(\kappa\)-strict pseudocontractions in Hilbert spaces
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2009-10-09Paper
A note on strong convergence to common fixed points of nonexpansive mappings in Hilbert spaces2009-09-18Paper
Iterative schemes for computing fixed points of nonexpansive mappings in Banach spaces
Journal of Mathematical Analysis and Applications
2009-04-29Paper
A policy iteration algorithm for fixed point problems with nonexpansive operators
Mathematical Methods of Operations Research
2009-03-25Paper
Dual effect free stochastic controls
Annals of Operations Research
2006-10-11Paper
scientific article; zbMATH DE number 2238002 (Why is no real title available?)2005-12-13Paper
scientific article; zbMATH DE number 1897413 (Why is no real title available?)2003-04-27Paper
A stochastic approach to model bottom boundary conditions and compute efficiency in a settling tank
Stochastic Hydrology and Hydraulics
1998-11-01Paper
scientific article; zbMATH DE number 834697 (Why is no real title available?)1996-02-13Paper
EXISTENCE OF A SOLUTION IN AN AGE-DEPENDENT TRANSPORT-DIFFUSION PDE: A MODEL OF SETTLER
M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1995-09-20Paper
Analysis of a Conservation PDE With Discontinuous Flux: A Model of Settler
SIAM Journal on Applied Mathematics
1994-11-20Paper
scientific article; zbMATH DE number 4059265 (Why is no real title available?)1988-01-01Paper


Research outcomes over time


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