Number of documents

18

Pierre Carpentier - ENSTA ParisTech


See http://uma.ensta-paristech.fr/~pcarpent


Journal articles8 documents

  • Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara, Julien Waeytens. Stochastic Optimization of Braking Energy Storage and Ventilation in a Subway Station. IEEE Transactions on Power Systems, Institute of Electrical and Electronics Engineers, 2019, 34 (2), pp.1256--1263. ⟨10.1109/TPWRS.2018.2873919⟩. ⟨hal-02032865⟩
  • Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud. Stochastic decomposition applied to large-scale hydro valleys management. European Journal of Operational Research, Elsevier, 2018, ⟨10.1016/j.ejor.2018.05.025⟩. ⟨hal-01526775v2⟩
  • Pierre Carpentier, Jean-Christophe Alais, Michel de Lara. Multi-usage hydropower single dam management: chance-constrained optimization and stochastic viability. Energy Systems, Springer, 2017, 8 (1), pp.7-30. ⟨10.1007/s12667-015-0174-4⟩. ⟨hal-01232170⟩
  • Pierre Carpentier, Guy Cohen, Anes Dallagi. Particle Methods For Stochastic Optimal Control Problems. Computational Optimization and Applications, Springer Verlag, 2013, 56 (3), pp.635-674. ⟨10.1007/s10589-013-9579-y⟩. ⟨hal-00962484⟩
  • Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel de Lara, Pierre Girardeau. Dynamic consistency for Stochastic Optimal Control problems. Annals of Operations Research, Springer Verlag, 2011, 17 p. ⟨10.1007/s10479-011-1027-8⟩. ⟨hal-00483811⟩
  • Pierre Carpentier, Kengy Barty, Pierre Girardeau. Decomposition of large-scale stochastic optimal control problems. RAIRO - Operations Research, EDP Sciences, 2010, 44, pp.167-183. ⟨10.1051/ro/2010013⟩. ⟨hal-01232179⟩
  • Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara. Approximations of Stochastic Optimization Problems Subject to Measurability Constraints. SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2009, 19 (4), pp.1719-1734. ⟨10.1137/070692376⟩. ⟨hal-00975464⟩
  • Kengy Barty, Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel de Lara, et al.. Dual effect free stochastic controls. Annals of Operations Research, Springer Verlag, 2006, 142, pp.41-62. ⟨10.1007/s10479-006-6160-4⟩. ⟨hal-00978996⟩

Conference papers1 document

  • Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen. Optimal control under probability constraint. SADCO Kick off, Mar 2011, Paris, France. ⟨inria-00585861⟩

Books2 documents

  • Pierre Carpentier, Guy Cohen. Décomposition-coordination en optimisation déterministe et stochastique. Springer Berlin Heidelberg, 81, 2017, Mathématiques et Applications, 978-3-662-55427-2. ⟨10.1007/978-3-662-55428-9⟩. ⟨hal-01581368⟩
  • Pierre Carpentier, Guy Cohen, Jean-Philippe Chancelier, Michel de Lara. Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming. Springer. 75, 2015, Probability Theory and Stochastic Modelling, 978-3-319-18137-0. ⟨10.1007/978-3-319-18138-7⟩. ⟨hal-01165572⟩

Preprints, Working Papers, ...6 documents

  • Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara, Tristan Rigaut. Algorithms for two-time scales stochastic optimization with applications to long term management of energy storage. 2019. ⟨hal-02013969⟩
  • Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud. Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality. 2018. ⟨hal-01744035v2⟩
  • François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara. Stochastic optimal control of a domestic microgrid equipped with solar panel and battery. 2018. ⟨hal-01688666⟩
  • Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara, Tristan Rigaut. Time Blocks Decomposition of Multistage Stochastic Optimization Problems. 2018. ⟨hal-01757113v2⟩
  • Kengy Barty, Pierre Carpentier, Guy Cohen, Pierre Girardeau. Price decomposition in large-scale stochastic optimal control. 2010. ⟨hal-00545099v2⟩
  • Kengy Barty, Pierre Carpentier, Pierre Girardeau. Decomposition of large-scale stochastic optimal control problems. 2009. ⟨hal-00362135v2⟩

Theses1 document

  • Pierre Carpentier. Décomposition et Agrégation dans la conduite optimale d'un grand réseau de distribution d'eau. Automatique / Robotique. École Nationale Supérieure des Mines de Paris, 1983. Français. ⟨pastel-00833999⟩