Number of documents

9

Pierre Carpentier - ENSTA ParisTech


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


"Michel de Lara"   

Journal articles5 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-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, 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, 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⟩

Books1 document

  • 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, ...3 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⟩
  • Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara, Tristan Rigaut. Time Blocks Decomposition of Multistage Stochastic Optimization Problems. 2018. ⟨hal-01757113v2⟩
  • 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⟩