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22

Pierre Carpentier - ENSTA ParisTech


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


Article dans une revue10 documents

  • Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud. Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality. SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2020, 30 (2), pp.1223-1250. ⟨10.1137/19M1258876⟩. ⟨hal-01744035v2⟩
  • Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara, François Pacaud. Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems. Journal of Optimization Theory and Applications, Springer Verlag, 2020, 186 (3), pp.985-1005. ⟨10.1007/s10957-020-01733-7⟩. ⟨hal-03104424⟩
  • 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⟩

Communication dans un congrès1 document

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

Ouvrage (y compris édition critique et traduction)2 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⟩

Pré-publication, Document de travail8 documents

  • Jean-Philippe Chancelier, Thomas Bittar, Pierre Carpentier, J-Ph Chancelier, Jérôme Lonchampt. A Decomposition Method by Interaction Prediction for the Optimization of Maintenance Scheduling. 2021. ⟨hal-02489304v2⟩
  • Thomas Bittar, Pierre Carpentier, Jean-Philippe Chancelier, Jérôme Lonchampt. The stochastic Auxiliary Problem Principle in Banach spaces: measurability and convergence. 2021. ⟨hal-03115740⟩
  • Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara. EMSx: A Numerical Benchmark for Energy Management Systems. 2020. ⟨hal-02425913v2⟩
  • 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⟩
  • 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⟩

Thèse1 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⟩