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Structure: Internal structure identifier : 546540
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Algorithms for two-time scales stochastic optimization with applications to long term management of energy storage

Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Tristan Rigaut
2019
Preprints, Working Papers, ... hal-02013969v1
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Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality

Vincent Leclère , Pierre Carpentier , Jean-Philippe Chancelier , Arnaud Lenoir , François Pacaud et al.
SIAM Journal on Optimization, 2020, 30 (2), pp.1223-1250. ⟨10.1137/19M1258876⟩
Journal articles hal-01744035v2