Jean-Philippe Chancelier

72
Documents

Publications

Publications

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Geometry of Sparsity-Inducing Norms

Jean-Philippe Chancelier , Michel de Lara , Antoine Deza , Lionel Pournin

2026

Pré-publication, Document de travail hal-04886852v2
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Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty

Camila Martinez Parra , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier , Jean-Marc Janin

2025

Pré-publication, Document de travail hal-05387929v1
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Low-thrust Interplanetary Trajectories with Missed Thrust Events: a Numerical Approach

Jean-Philippe Chancelier , Pierre Carpentier , Guy Cohen , Thierry Dargent , Richard Epenoy

2025

Pré-publication, Document de travail hal-05368349v1
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Optimal Operation and Valuation of Electricity Storages in Intraday Markets

Jean-Philippe Chancelier , Michel de Lara , François Pacaud , Tanguy Lindegaard , Teemu Pennanen et al.

2025

Pré-publication, Document de travail hal-05403642v1
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What are Capra-Convex Sets?

Adrien Le Franc , Jean-Philippe Chancelier , Michel de Lara , Seta Rakotomandimby

2025

Pré-publication, Document de travail hal-05243799v1
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A Production Routing Problem with Mobile Inventories

Raian Lefgoum , Sezin Afsar , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

2025

Pré-publication, Document de travail hal-04976133v1
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Decomposition-Coordination Method for Finite Horizon Bandit Problems

Michel de Lara , Benjamin Heymann , Jean-Philippe Chancelier

2024

Pré-publication, Document de travail hal-03240964v2
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Conditional Separation as a Binary Relation.

Jean-Philippe Chancelier , Michel de Lara , Benjamin Heymann

2024

Pré-publication, Document de travail hal-03315809v3
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A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation

Camila Martinez Parra , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier , Jean-Marc Janin et al.

2025

Pré-publication, Document de travail hal-04681616v2
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Hidden Convexity in the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara

2021

Pré-publication, Document de travail hal-02146454v3
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Causal Inference Theory with Information Dependency Models

Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier

2021

Pré-publication, Document de travail hal-03315815v2
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Topological Conditional Separation

Michel de Lara , Jean-Philippe Chancelier , Benjamin Heymann

2021

Pré-publication, Document de travail hal-03315811v1
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Conditional Infimum and Hidden Convexity in Optimization

Jean-Philippe Chancelier , Michel de Lara

2021

Pré-publication, Document de travail hal-03194348v1

Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming

Marianne Akian , Jean-Philippe Chancelier , Benoît Tran

2020

Pré-publication, Document de travail hal-03059701v1
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Kuhn's Equivalence Theorem for Games in Intrinsic Form

Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier

2020

Pré-publication, Document de travail hal-02880591v1
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Constant Along Primal Rays Conjugacies and Generalized Convexity for Functions of the Support

Jean-Philippe Chancelier , Michel de Lara

2020

Pré-publication, Document de travail hal-02976039v1
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Generalized Do-Calculus Without Graphs

Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier

2020

Pré-publication, Document de travail hal-02909628v1
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Lower Bound Convex Programs for Exact Sparse Optimization

Jean-Philippe Chancelier , Michel de Lara

2019

Pré-publication, Document de travail hal-02013990v1
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A Suitable Conjugacy for the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara

2019

Pré-publication, Document de travail hal-02013977v1
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Stochastic optimal control of a domestic microgrid equipped with solar panel and battery

François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

2018

Pré-publication, Document de travail hal-01688666v1
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Auxiliary problem principle and inexact variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function

Jean-Philippe Chancelier

2015

Pré-publication, Document de travail hal-01183854v1
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A novel code generation methodology for block diagram modeler and simulators Scicos and VSS

Jean-Philippe Chancelier , Ramine Nikoukhah

2015

Pré-publication, Document de travail hal-01213247v1
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A note on strong convergence to common fixed points of nonexpansive mappings in Hilbert spaces

Jean-Philippe Chancelier

2009

Pré-publication, Document de travail hal-00418356v1
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Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization

Adrien Le Franc , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

Journal of Optimization Theory and Applications, 2026, 208 (3), pp.111. ⟨10.1007/s10957-025-02876-1⟩

Article dans une revue hal-03903218v3
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Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process

Cyrille Vessaire , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Alejandro Rodríguez-Martínez

Annals of Operations Research, 2025, 344 (1), pp.345-382. ⟨10.1007/s10479-024-06282-0⟩

Article dans une revue hal-03902089v2
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A Unified View of Polarity for Functions

Jean-Philippe Chancelier , Michel de Lara

Journal of Convex Analysis, 2025, 32 (1), pp.227--262

Article dans une revue hal-04746856v1

A stochastic algorithm for deterministic multistage optimization problems

Marianne Akian , Jean-Philippe Chancelier , Benoît Tran

Annals of Operations Research, 2025, 345, pp.1-38. ⟨10.1007/s10479-024-06153-8⟩

Article dans une revue hal-01964189v1
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Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques

Raian Lefgoum , Sezin Afsar , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

Journal of Optimization Theory and Applications, 2025, 207 (3), pp.49. ⟨10.1007/s10957-025-02795-1⟩

Article dans une revue hal-04629058v1
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Optimization of a domestic microgrid equipped with solar panel and battery: Model Predictive Control and Stochastic Dual Dynamic Programming approaches

François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

Energy Systems, 2024, 15 (1), pp.115-139. ⟨10.1007/s12667-022-00522-7⟩

Article dans une revue hal-03667607v1
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Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems

Tristan Rigaut , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

Computational Management Science, 2024, 21 (1), pp.28. ⟨10.1007/s10287-024-00510-5⟩

Article dans une revue (article de synthèse) hal-02013969v2
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Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

SIAM Journal on Optimization, 2024, 34 (2), pp.1909-1936. ⟨10.1137/22M151830X⟩

Article dans une revue (article de synthèse) hal-03761310v1
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Time Blocks Decomposition of Multistage Stochastic Optimization Problems

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut

Journal of Convex Analysis, 2023, 30 (2), pp.627-658

Article dans une revue hal-01757113v6
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EMSx: a numerical benchmark for energy management systems

Adrien Le Franc , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

Energy Systems, 2023, 14, pp.817-843. ⟨10.1007/s12667-020-00417-5⟩

Article dans une revue hal-02425913v3
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Orthant-Strictly Monotonic Norms, Generalized Top-k and k-Support Norms and the L0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara

Journal of Convex Analysis, 2023, 30 (3), pp.743--769

Article dans une revue hal-02456433v3
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The Capra-subdifferential of the l0 pseudonorm

Adrien Le Franc , Jean-Philippe Chancelier , Michel de Lara

Optimization, 2022, pp.1-23. ⟨10.1080/02331934.2022.2145172⟩

Article dans une revue hal-03505168v3
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Multistage Optimization of a Petroleum Production System with Material Balance Model

Cyrille Vessaire , Jean-Philippe Chancelier , Michel de Lara , Pierre Carpentier , Alejandro Rodríguez-Martínez et al.

Computers & Chemical Engineering, 2022, 167, pp.108005. ⟨10.1016/j.compchemeng.2022.108005⟩

Article dans une revue hal-03508607v2
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A Decomposition Method by Interaction Prediction for the Optimization of Maintenance Scheduling

Thomas Bittar , Pierre Carpentier , Jean-Philippe Chancelier , Jérôme Lonchampt

Annals of Operations Research, 2022, 316, pp.229-267. ⟨10.1007/s10479-021-04460-y⟩

Article dans une revue hal-02489304v2
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The stochastic Auxiliary Problem Principle in Banach spaces: measurability and convergence

Thomas Bittar , Pierre Carpentier , Jean-Philippe Chancelier , Jéro͂me Lonchampt

SIAM Journal on Optimization, 2022, 32 (3), pp.1871-1900. ⟨10.1137/21M1402467⟩

Article dans une revue hal-03115740v3
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Constant Along Primal Rays Conjugacies and the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara

Optimization, 2022, 71 (2), pp.355-386. ⟨10.1080/02331934.2020.1822836⟩

Article dans une revue hal-02459673v2
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Distributed Multistage Optimization of Large-Scale Microgrids under Stochasticity

François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier

IEEE Transactions on Power Systems, 2022, 37 (1), ⟨10.1109/TPWRS.2021.3087775⟩

Article dans une revue hal-02420494v2
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Minimization Interchange Theorem on Posets

Jean-Philippe Chancelier , Michel de Lara , Benoît Tran

Journal of Mathematical Analysis and Applications, 2022, 509 (1), ⟨10.1016/j.jmaa.2021.125927⟩

Article dans une revue hal-03284701v1
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Kuhn's Equivalence Theorem for Games in Product Form

Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier

Games and Economic Behavior, 2022, 135, pp.220-240. ⟨10.1016/j.geb.2022.06.006⟩

Article dans une revue hal-03193448v2
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Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara

Set-Valued and Variational Analysis, 2021, pp.597-619. ⟨10.1007/s11228-021-00606-z⟩

Article dans une revue hal-02459688v4
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Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality

Vincent Leclère , Pierre Carpentier , Jean-Philippe Chancelier , Arnaud Lenoir , François Pacaud

SIAM Journal on Optimization, 2020, 30 (2), pp.1223-1250. ⟨10.1137/19M1258876⟩

Article dans une revue hal-01744035v2

Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

Journal of Optimization Theory and Applications, 2020, 186 (3), pp.985-1005. ⟨10.1007/s10957-020-01733-7⟩

Article dans une revue hal-03104424v1
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Mixed Spatial and Temporal Decompositions for Large Scale Multistage Stochastic Optimization Problems

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

Journal of Optimization Theory and Applications, 2020, 186 (3), pp.985-1005. ⟨10.1007/s10957-020-01733-7⟩

Article dans une revue hal-02420480v2
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Equivalence Between Time Consistency and Nested Formula

Henri Gérard , Michel de Lara , Jean-Philippe Chancelier

Annals of Operations Research, 2019, pp.1-21. ⟨10.1007/s10479-019-03276-1⟩

Article dans une revue hal-01645564v2
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Stochastic Optimization of Braking Energy Storage and Ventilation in a Subway Station

Tristan Rigaut , Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Julien Waeytens

IEEE Transactions on Power Systems, 2019, 34 (2), pp.1256-1263. ⟨10.1109/TPWRS.2018.2873919⟩

Article dans une revue hal-02032865v1
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Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation

Jean-Philippe Chancelier , Michel de Lara

Journal of Convex Analysis, 2019, 26 (3), pp.945--966. ⟨10.48550/arXiv.1804.03034⟩

Article dans une revue hal-01760462v2
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Stochastic decomposition applied to large-scale hydro valleys management

Pierre Carpentier , Jean-Philippe Chancelier , Vincent Leclère , François Pacaud

European Journal of Operational Research, 2018, ⟨10.1016/j.ejor.2018.05.025⟩

Article dans une revue hal-01526775v2
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Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture

Jean-Philippe Chancelier , Bernard Lapeyre , Jérôme Lelong

Concurrency and Computation: Practice and Experience, 2014, 26 (9), pp.1654-1665. ⟨10.1002/cpe.2893⟩

Article dans une revue hal-00447845v2
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Extensions and applications of ACF mappings

Jean-Philippe Chancelier

Journal of Mathematical Analysis and Applications, 2013, 405 (2), pp.466-474. ⟨10.1016/j.jmaa.2013.03.065⟩

Article dans une revue hal-00640756v2
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Dynamic consistency for Stochastic Optimal Control problems

Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel de Lara , Pierre Girardeau

Annals of Operations Research, 2011, 17 p. ⟨10.1007/s10479-011-1027-8⟩

Article dans une revue hal-00483811v1

Approximations of Stochastic Optimization Problems Subject to Measurability Constraints

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara

SIAM Journal on Optimization, 2009, 19 (4), pp.1719-1734. ⟨10.1137/070692376⟩

Article dans une revue hal-00975464v1
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${\cal T}$-class algorithms for pseudocontractions and $\kappa$-strict pseudocontractions in Hilbert spaces

Jean-Philippe Chancelier

Nonlinear Analysis: Theory, Methods and Applications, 2009, 71 (11), pp.5688-5694. ⟨10.1016/j.na.2009.04.049⟩

Article dans une revue hal-00193621v1
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Iterative schemes for computing fixed points of nonexpansive mappings in Banach spaces

Jean-Philippe Chancelier

Journal of Mathematical Analysis and Applications, 2009, 353 (1), pp.141-153. ⟨10.1016/j.jmaa.2008.11.041⟩

Article dans une revue hal-00184662v3

Dual effect free stochastic controls

Kengy Barty , Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel de Lara et al.

Annals of Operations Research, 2006, 142, pp.41-62. ⟨10.1007/s10479-006-6160-4⟩

Article dans une revue istex hal-00978996v1

Estimation of settling velocities

J.P. Chancelier , G. Chebbo , E. Lucas-Aiguier

Water Research, 1998, 32 (11), pp.3461. ⟨10.1016/S0043-1354(98)00114-6⟩

Article dans une revue istex hal-00779531v1

New insights in dynamic modeling of a secondary settler. Dynamical analysis

J.Ph. Chancelier , Michel de Lara , C. Joannis , F. Pacard

Water Research, 1997, 31 (8), pp.1857. ⟨10.1016/S0043-1354(96)00287-4⟩

Article dans une revue istex hal-00779535v1

A stochastic approach to model bottom boundary conditions and compute efficiency in a settling tank

J.Ph. Chancelier , Michel de Lara , F. Pacard

Stochastic Hydrology and Hydraulics, 1997, 11 (6), pp.449

Article dans une revue hal-00779577v1

New insights in dynamic modeling secondary settler-I. Flux theory steady-states analysis

J.Ph. Chancelier , Michel de Lara , C. Joannis , F. Pacard

Water Research, 1997, 31 (8), pp.1847. ⟨10.1016/S0043-1354(96)00286-2⟩

Article dans une revue istex hal-00779536v1

Fokker-Planck Equation for the Density of a Diffusion Process in a Regular Open Set

Jp Chancelier , Mc Delara , F. Pacard

Comptes rendus de l'Académie des sciences. Série I, Mathématique, 1995, 321 (9), pp.1251-1256

Article dans une revue hal-00779874v1
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Daily Generation Scheduling : Decomposition Methods to Solve the Hydraulic Problems

Jean-Philippe Chancelier , A Renaud

International Journal of Electrical Power & Energy Systems, 1994, 16 (3), pp.175--181. ⟨10.1016/0142-0615(94)90007-8⟩

Article dans une revue hal-03636358v1

Daily generation scheduling: decomposition methods to solve the hydraulic problems

J.-P. Chancelier , A. Renaud

International Journal of Electrical Power & Energy Systems, 1994, 16 (3), pp.175

Article dans une revue hal-00779571v1
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Tropical numerical methods for solving stochastic control problems

Marianne Akian , Jean-Philippe Chancelier , Luz Pascal , Benoît Tran

MTNS 2022 - 25th International Symposium on Mathematical Theory of Networks and Systems, Sep 2022, Bayreuth (DE), Germany

Communication dans un congrès hal-03944216v1
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A decomposition method by component for the optimization of maintenance scheduling

Thomas Bittar , Jean-Philippe Chancelier , Pierre Carpentier , Jérôme Lonchampt

Congrès Lambda Mu 22 « Les risques au cœur des transitions » (e-congrès) - 22e Congrès de Maîtrise des Risques et de Sûreté de Fonctionnement, Institut pour la Maîtrise des Risques, Oct 2020, Le Havre (e-congrès), France

Communication dans un congrès hal-03331291v1
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A Min-plus-SDDP Algorithm for Deterministic Multistage Convex Programming

Marianne Akian , Jean-Philippe Chancelier , Benoît Tran

CDC 2019 - 58th IEEE Conference on Decision and Control, Dec 2019, Nice, France. ⟨10.1109/cdc40024.2019.9028935⟩

Communication dans un congrès hal-02436343v1
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Translating Simulink Models to Modelica using the Nsp Platform

Jean-Philippe Chancelier , Sébastien Furic , Pierre Weis

13th International Modelica Conference, Mar 2019, Regensburg, Germany. ⟨10.3384/ecp19157841⟩

Communication dans un congrès hal-01948681v2
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Optimal control under probability constraint

Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen

SADCO Kick off, Mar 2011, Paris, France

Communication dans un congrès inria-00585861v1

Stochastic Multi-Stage Optimization

Pierre Carpentier , Guy Cohen , Jean-Philippe Chancelier , Michel de Lara

Springer. 75, 2015, Probability Theory and Stochastic Modelling, 978-3-319-18137-0. ⟨10.1007/978-3-319-18138-7⟩

Ouvrages hal-01165572v1
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MACROTEX : a LATEX code generator in MACSYMA

J.P. Chancelier , Agnès Sulem

[Research Report] RT-0093, INRIA. 1987, pp.26

Rapport (rapport de recherche) inria-00070073v1