Recherche - Archive ouverte HAL Accéder directement au contenu

Filtrer vos résultats

88 résultats

Reduction of the Zakai equation by invariance group techniques

Michel de Lara
Stochastic Processes and their Applications, 1998, 73 (1), pp.119
Article dans une revue hal-00779557v1
Image document

Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara
2022
Pré-publication, Document de travail hal-03761310v1

Les défis de la gestion optimisée des smart-grids

Michel de Lara
Mosseri, R and Jeandel, C. L'énergie à découvert, CNRS éditions, pp.282-283, 2013
Chapitre d'ouvrage hal-00965011v1
Image document

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
Image document

Multi-usage hydropower single dam management: chance-constrained optimization and stochastic viability

Pierre Carpentier , Jean-Christophe Alais , Michel de Lara
Energy Systems, 2017, 8 (1), pp.7-30. ⟨10.1007/s12667-015-0174-4⟩
Article dans une revue hal-01232170v1
Image document

Rationally Biased Learning

Michel de Lara
2022
Pré-publication, Document de travail hal-01581982v3
Image document

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
Image document

Orthant-Strictly Monotonic Norms, Generalized Top-k and k-Support Norms and the L0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara
2022
Pré-publication, Document de travail hal-02456433v3
Image document

Preferences Yielding the ``Precautionary Effect

Michel de Lara
2009
Pré-publication, Document de travail hal-00406939v1
Image document

Congestion pricing and long term urban form: Application to Ile-de-France

Michel de Lara , André de Palma , Moez Kilani , Serge Piperno
2008
Pré-publication, Document de travail hal-00348439v2

Sustainability of a fishery under an ecosystemic constraint: a stochastic viable control model

Vincent Martinet , Michel de Lara , Olivier Thébaud
The International Congress on Modelling and Simulation, Dec 2007, Christchurch, New Zealand. pp.CD ROM
Communication dans un congrès hal-00368943v1

Risk and sustainability: assessing resource management procedures

Vincent Martinet , Michel de Lara , Julio Peña Torres , Hector Ramirez
Atelier d'économie de ressources naturelles et de l'environnement de Montréal, Centre Interuniversitaire de Recherche en Economie Quantitative (CIREQ). Montréal, CAN., Feb 2010, Montréal, Canada. 43 p
Communication dans un congrès hal-01173034v1
Image document

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
Image document

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-02425913v3

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
Image document

A Mathematical Framework for Resilience: Dynamics, Strategies, Shocks and Acceptable Paths

Michel de Lara
2018
Pré-publication, Document de travail hal-01578049v2

Lagrangian or not lagrangian?

Jean-Olivier Irisson , Michel de Lara , Serge Planes
3rd Lagrangian Analysis and Prediction of Coastal and Ocean Dynamics Meeting, Jun 2005, Lerici, Italy
Communication dans un congrès hal-03955325v1
Image document

Decomposition-Coordination Method for Finite Horizon Bandit Problems

Michel de Lara , Benjamin Heymann , Jean-Philippe Chancelier
2021
Pré-publication, Document de travail hal-03240964v1
Image document

Time-Consistency: from Optimization to Risk Measures

Michel de Lara , Vincent Leclère
2014
Pré-publication, Document de travail hal-00848268v2
Image document

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
Image document

Payoffs-Beliefs Duality and the Value of Information

Michel de Lara , Olivier Gossner
SIAM Journal on Optimization, 2020, 30 (1), pp.464-489. ⟨10.1137/18M1230049⟩
Article dans une revue hal-01941006v3
Image document

Kuhn's Equivalence Theorem for Games in Product Form

Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier
2022
Pré-publication, Document de travail hal-03193448v2

Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters

Michel de Lara , Jean Lévine
Systems and Control Letters, 1989, 13 (1), pp.81
Article dans une revue hal-00779569v1
Image document

Environmental Noise Variability in Population Dynamics Matrix Models

Michel de Lara
2009
Pré-publication, Document de travail hal-00410131v1
Image document

A Suitable Conjugacy for the l0 Pseudonorm

Jean-Philippe Chancelier , Michel de Lara
2019
Pré-publication, Document de travail hal-02013977v1
Image document

Modeling environmental impacts of plankton reservoirs on cholera population dynamics

Guillaume Constantin de Magny , Christian Paroissin , Bernard Cazelles , Michel de Lara , Jean-François Delmas , et al.
ESAIM: Proceedings, 2005, 14, pp.156-173. ⟨10.1051/proc:2005013⟩
Article dans une revue hal-02392987v1
Image document

Building up time-consistency for risk measures and dynamic optimization

Michel de Lara , Vincent Leclère
European Journal of Operational Research, 2015, ⟨10.1016/j.ejor.2015.03.046⟩
Article dans une revue hal-01208297v1
Image document

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
Image document

Adaptive Strategies for The Open-Pit Mine Optimal Scheduling Problem

Michel de Lara , Nelson Morales , Nathanaël Beeker
2017
Pré-publication, Document de travail hal-01542705v1
Image document

Stochastic viability and dynamic programming

Luc Doyen , Michel de Lara
Systems and Control Letters, 2010, 59 (10), pp.629-634. ⟨10.1016/j.sysconle.2010.07.008⟩
Article dans une revue hal-00453499v1