Jean-Philippe Chancelier

According to our database, Jean-Philippe Chancelier authored at least 28 papers between 1994 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques.

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

J. Optim. Theory Appl., December, 2025

A stochastic algorithm for deterministic multistage optimization problems.

Marianne Akian, Jean-Philippe Chancelier, Benoît Tran

Ann. Oper. Res., February, 2025

Complexity Bounds for Deterministic Partially Observed Markov Decision Processes.

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

Ann. Oper. Res., January, 2025

2024

Decomposition methods for monotone two-time-scale stochastic optimization problems.

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

Comput. Manag. Sci., June, 2024

Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara

SIAM J. Optim., 2024

Learning with Fitzpatrick Losses.

Seta Rakotomandimby, Jean-Philippe Chancelier, Michel De Lara, Mathieu Blondel

Proceedings of the Advances in Neural Information Processing Systems 38: Annual Conference on Neural Information Processing Systems 2024, 2024

2022

The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence.

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

SIAM J. Optim., September, 2022

Kuhn's equivalence theorem for games in product form.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier

Games Econ. Behav., 2022

Multistage optimization of a petroleum production system with material balance model.

Cyrille Vessaire, Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier, Alejandro Rodríguez-Martínez, Anna Robert

Comput. Chem. Eng., 2022

A decomposition method by interaction prediction for the optimization of maintenance scheduling.

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

Ann. Oper. Res., 2022

2021

Causal Inference Theory with Information Dependency Models.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier

CoRR, 2021

Topological Conditional Separation.

Michel De Lara, Jean-Philippe Chancelier, Benjamin Heymann

CoRR, 2021

Conditional Separation as a Binary Relation.

Jean-Philippe Chancelier, Michel De Lara, Benjamin Heymann

CoRR, 2021

2020

Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality.

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

SIAM J. Optim., 2020

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

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

J. Optim. Theory Appl., 2020

Kuhn's Equivalence Theorem for Games in Intrinsic Form.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier

CoRR, 2020

Equivalence between time consistency and nested formula.

Henri Gérard, Michel De Lara, Jean-Philippe Chancelier

Ann. Oper. Res., 2020

2019

Translating Simulink Models to Modelica using the {\NSP} Platform.

Jean-Philippe Chancelier, Sébastien Furic, Pierre Weis

Proceedings of the 13th International Modelica Conference, Regensburg, Germany, 2019

A Min-plus-SDDP Algorithm for Deterministic Multistage Convex Programming.

Marianne Akian, Jean-Philippe Chancelier, Benoît Tran

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018

Stochastic decomposition applied to large-scale hydro valleys management.

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

Eur. J. Oper. Res., 2018

2015

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

Jean-Philippe Chancelier, Ramine Nikoukhah

CoRR, 2015

2012

Dynamic consistency for stochastic optimal control problems.

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

Ann. Oper. Res., 2012

2009

Approximations of Stochastic Optimization Problems Subject to Measurability Constraints.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara

SIAM J. Optim., 2009

Using Premia and Nsp for constructing a risk management benchmark for testing parallel architecture.

Jean-Philippe Chancelier, Bernard Lapeyre, Jérôme Lelong

Proceedings of the 23rd IEEE International Symposium on Parallel and Distributed Processing, 2009

2007

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

Jean-Philippe Chancelier, Michel De Lara, André de Palma

Transp. Sci., 2007

A policy iteration algorithm for fixed point problems with nonexpansive operators.

Jean-Philippe Chancelier, Marouen Messaoud, Agnès Sulem

Math. Methods Oper. Res., 2007

2006

Dual effect free stochastic controls.

Kengy Barty, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Thérèse Guilbaud, Pierre Carpentier

Ann. Oper. Res., 2006

1994

Analysis of a Conservation PDE With Discontinuous Flux: A Model of Settler.

Jean-Philippe Chancelier, Michel Cohen De Lara, F. Pacard

SIAM J. Appl. Math., 1994