Jean-Philippe Chancelier

Publication Activity (10 Years)

Years Active: 1994-2024
Publications (10 Years): 18

Top Topics

Decomposition Method

Stochastic Optimization Problems

Convex Programming

Top Venues

Ann. Oper. Res.

Games Econ. Behav.

Publications

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation. SIAM J. Optim. 34 (2) (2024)
Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
Decomposition methods for monotone two-time-scale stochastic optimization problems. Comput. Manag. Sci. 21 (1) (2024)
Seta Rakotomandimby, Jean-Philippe Chancelier, Michel De Lara, Mathieu Blondel
Learning with Fitzpatrick Losses. CoRR (2024)
Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier, Jérôme Lonchampt
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence. SIAM J. Optim. 32 (3) (2022)
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
Kuhn's equivalence theorem for games in product form. Games Econ. Behav. 135 (2022)
Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier, Jérôme Lonchampt
A decomposition method by interaction prediction for the optimization of maintenance scheduling. Ann. Oper. Res. 316 (1) (2022)
Cyrille Vessaire, Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier, Alejandro Rodríguez-Martínez, Anna Robert
Multistage optimization of a petroleum production system with material balance model. Comput. Chem. Eng. 167 (2022)
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
Causal Inference Theory with Information Dependency Models. CoRR (2021)
Jean-Philippe Chancelier, Michel De Lara, Benjamin Heymann
Conditional Separation as a Binary Relation. CoRR (2021)
Michel De Lara, Jean-Philippe Chancelier, Benjamin Heymann
Topological Conditional Separation. CoRR (2021)
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
Kuhn's Equivalence Theorem for Games in Product Form. CoRR (2021)
Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier
Kuhn's Equivalence Theorem for Games in Intrinsic Form. CoRR (2020)
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud
Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems. J. Optim. Theory Appl. 186 (3) (2020)
Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality. SIAM J. Optim. 30 (2) (2020)
Henri Gérard, Michel De Lara, Jean-Philippe Chancelier
Equivalence between time consistency and nested formula. Ann. Oper. Res. 292 (2) (2020)
Jean-Philippe Chancelier, Sébastien Furic, Pierre Weis
Translating Simulink Models to Modelica using the {\NSP} Platform. Modelica (2019)
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
A Min-plus-SDDP Algorithm for Deterministic Multistage Convex Programming. CDC (2019)
Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud
Stochastic decomposition applied to large-scale hydro valleys management. Eur. J. Oper. Res. 270 (3) (2018)
Jean-Philippe Chancelier, Ramine Nikoukhah
A novel code generation methodology for block diagram modeler and simulators Scicos and VSS. CoRR (2015)
Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture. Concurr. Comput. Pract. Exp. 26 (9) (2014)
Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau
Dynamic consistency for stochastic optimal control problems. Ann. Oper. Res. 200 (1) (2012)
Jean-Philippe Chancelier, Jérôme Lelong, Bernard Lapeyre
Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture CoRR (2010)
Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture. IPDPS (2009)
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints. SIAM J. Optim. 19 (4) (2009)
Jean-Philippe Chancelier, Marouen Messaoud, Agnès Sulem
A policy iteration algorithm for fixed point problems with nonexpansive operators. Math. Methods Oper. Res. 65 (2) (2007)
Jean-Philippe Chancelier, Michel De Lara, André de Palma
Risk Aversion, Road Choice, and the One-Armed Bandit Problem. Transp. Sci. 41 (1) (2007)
Kengy Barty, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Thérèse Guilbaud, Pierre Carpentier
Dual effect free stochastic controls. Ann. Oper. Res. 142 (1) (2006)
Jean-Philippe Chancelier, Michel Cohen De Lara, F. Pacard
Analysis of a Conservation PDE With Discontinuous Flux: A Model of Settler. SIAM J. Appl. Math. 54 (4) (1994)