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Keywords : Dynamic programming
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Distributed Multistage Optimization of Large-Scale Microgrids under Stochasticity

François Pacaud , Michel de Lara , Jean-Philippe Chancelier , Pierre Carpentier
IEEE Transactions on Power Systems, 2021
Journal articles hal-02420494v2
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Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions

Andrea Cosso , Fausto Gozzi , Mauro Rosestolato , Francesco Russo
Preprints, Working Papers, ... hal-03285204v2
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Convergence of discontinuous Galerkin schemes for front propagation with obstacles

Olivier Bokanowski , Yingda Cheng , Chi-Wang Shu
Preprints, Working Papers, ... hal-00834342v3
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Solving multi-stage stochastic mixed integer linear programs by the dual dynamic programming approach

Zhihao Cen
[Research Report] RR-7868, INRIA. 2012
Reports hal-00663267v1
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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⟩
Journal articles hal-01232170v1
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Price decomposition in large-scale stochastic optimal control

Kengy Barty , Pierre Carpentier , Guy Cohen , Pierre Girardeau
Preprints, Working Papers, ... hal-00545099v2
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A semi-Lagrangian algorithm in policy space for hybrid optimal control problems

Roberto Ferretti , Achille Sassi
Preprints, Working Papers, ... hal-01406544v2

Decomposition of large-scale stochastic optimal control problems

Pierre Carpentier , Kengy Barty , Pierre Girardeau
RAIRO - Operations Research, 2010, 44, pp.167-183. ⟨10.1051/ro/2010013⟩
Journal articles hal-01232179v1
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Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems

Roberto Ferretti , Achille Sassi , Hasnaa Zidani
Applied Mathematics and Optimization, 2018, ⟨10.1007/s00245-018-9515-8⟩
Journal articles hal-01617686v1
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Stochastic decomposition applied to large-scale hydro valleys management

Pierre Carpentier , Jean-Philippe Chancelier , Vincent Leclère , François Pacaud
European Journal of Operational Research, 2018, ⟨10.1016/j.ejor.2018.05.025⟩
Journal articles hal-01526775v2
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Dynamic consistency for Stochastic Optimal Control problems

Pierre Carpentier , Jean-Philippe Chancelier , Guy Cohen , Michel de Lara , Pierre Girardeau et al.
Annals of Operations Research, 2011, 17 p. ⟨10.1007/s10479-011-1027-8⟩
Journal articles hal-00483811v1
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On some stochastic control problems with state constraints

Athena Picarelli
Mathematics [math]. Ecole polytechnique X, 2015. English. ⟨NNT : ⟩
Theses tel-01145588v1