Pierre Carpentier

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 8

Top Topics

Decomposition Methods

Multistage Stochastic

Production System

Stochastic Optimization

Top Venues

Ann. Oper. Res.

J. Optim. Theory Appl.

Comput. Manag. Sci.

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)
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)
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)
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)
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)
Pierre Carpentier, Guy Cohen, Anes Dallagi
Particle methods for stochastic optimal control problems. Comput. Optim. Appl. 56 (3) (2013)
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)
Kengy Barty, Pierre Carpentier, Pierre Girardeau
Decomposition of large-scale stochastic optimal control problems. RAIRO Oper. Res. 44 (3) (2010)
Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints. SIAM J. Optim. 19 (4) (2009)
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)
Pierre Carpentier, Guy Cohen
Applied mathematics in water supply network management. Autom. 29 (5) (1993)