Jean-Philippe Chancelier

Orcid: 0000-0002-0658-2035

According to our database1, Jean-Philippe Chancelier authored at least 25 papers between 1994 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Decomposition methods for monotone two-time-scale stochastic optimization problems.
Comput. Manag. Sci., June, 2024

Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation.
SIAM J. Optim., 2024

Learning with Fitzpatrick Losses.
CoRR, 2024

2022
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence.
SIAM J. Optim., September, 2022

Kuhn's equivalence theorem for games in product form.
Games Econ. Behav., 2022

Multistage optimization of a petroleum production system with material balance model.
Comput. Chem. Eng., 2022

A decomposition method by interaction prediction for the optimization of maintenance scheduling.
Ann. Oper. Res., 2022

2021
Causal Inference Theory with Information Dependency Models.
CoRR, 2021

Topological Conditional Separation.
CoRR, 2021

Conditional Separation as a Binary Relation.
CoRR, 2021

2020
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality.
SIAM J. Optim., 2020

Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems.
J. Optim. Theory Appl., 2020

Kuhn's Equivalence Theorem for Games in Intrinsic Form.
CoRR, 2020

Equivalence between time consistency and nested formula.
Ann. Oper. Res., 2020

2019
Translating Simulink Models to Modelica using the {\NSP} Platform.
Proceedings of the 13th International Modelica Conference, Regensburg, Germany, 2019

A Min-plus-SDDP Algorithm for Deterministic Multistage Convex Programming.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018
Stochastic decomposition applied to large-scale hydro valleys management.
Eur. J. Oper. Res., 2018

2015
A novel code generation methodology for block diagram modeler and simulators Scicos and VSS.
CoRR, 2015

2014
Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.
Concurr. Comput. Pract. Exp., 2014

2012
Dynamic consistency for stochastic optimal control problems.
Ann. Oper. Res., 2012

2009
Approximations of Stochastic Optimization Problems Subject to Measurability Constraints.
SIAM J. Optim., 2009

2007
Risk Aversion, Road Choice, and the One-Armed Bandit Problem.
Transp. Sci., 2007

A policy iteration algorithm for fixed point problems with nonexpansive operators.
Math. Methods Oper. Res., 2007

2006
Dual effect free stochastic controls.
Ann. Oper. Res., 2006

1994
Analysis of a Conservation PDE With Discontinuous Flux: A Model of Settler.
SIAM J. Appl. Math., 1994


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