Jean-Philippe Chancelier

70
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Publications

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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-04746856 v1
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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-03902089 v2

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-01964189 v1
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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-03761310 v1
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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, 2024, 207 (3), pp.49. ⟨10.1007/s10957-025-02795-1⟩
Article dans une revue hal-04629058 v1
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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-01757113 v6
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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, 2023, 21 (1), pp.28. ⟨10.1007/s10287-024-00510-5⟩
Article dans une revue (article de synthèse) hal-02013969 v2
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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-02456433 v3
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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-02459673 v2
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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, 2022, 15 (1), pp.115-139. ⟨10.1007/s12667-022-00522-7⟩
Article dans une revue hal-03667607 v1
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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-03508607 v2
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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, ⟨10.1007/s10479-021-04460-y⟩
Article dans une revue hal-02489304 v2
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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-03115740 v3
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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-03284701 v1
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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-03193448 v2
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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-03505168 v3
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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, 2021
Article dans une revue hal-02420494 v2
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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, 2021, ⟨10.1007/s12667-020-00417-5⟩
Article dans une revue hal-02425913 v3
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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-02459688 v4
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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-02420480 v2

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-03104424 v1
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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-01744035 v2
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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-01645564 v2
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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-02032865 v1
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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-01760462 v2
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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-01526775 v2
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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-00447845 v2
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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-00640756 v2
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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-00483811 v1
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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-00193621 v1
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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-00184662 v3

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-00975464 v1

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-00978996 v1

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-00779531 v1

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-00779535 v1

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-00779536 v1

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-00779577 v1

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-00779874 v1
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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-03636358 v1

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-00779571 v1
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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-05368349 v1
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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-04976133 v1
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Geometry of Sparsity-Inducing Norms

Jean-Philippe Chancelier , Michel de Lara , Antoine Deza , Lionel Pournin
2025
Pré-publication, Document de travail hal-04886852 v1
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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-05243799 v1
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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-03240964 v2
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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-03315809 v3
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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-04681616 v2
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Topological Conditional Separation

Michel de Lara , Jean-Philippe Chancelier , Benjamin Heymann
2021
Pré-publication, Document de travail hal-03315811 v1
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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-03315815 v2
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Hidden Convexity in the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara
2021
Pré-publication, Document de travail hal-02146454 v3
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Conditional Infimum and Hidden Convexity in Optimization

Jean-Philippe Chancelier , Michel de Lara
2021
Pré-publication, Document de travail hal-03194348 v1
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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-02880591 v1

Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming

Marianne Akian , Jean-Philippe Chancelier , Benoît Tran
2020
Pré-publication, Document de travail hal-03059701 v1
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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-02976039 v1
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Generalized Do-Calculus Without Graphs

Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier
2020
Pré-publication, Document de travail hal-02909628 v1
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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-02013990 v1
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A Suitable Conjugacy for the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara
2019
Pré-publication, Document de travail hal-02013977 v1
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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-01688666 v1
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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-01183854 v1
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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-01213247 v1
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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-00418356 v1
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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-03944216 v1
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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-03331291 v1
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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-02436343 v1
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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-01948681 v2
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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-00585861 v1

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-01165572 v1