## Chancelier, Jean-Philippe

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 Author ID: chancelier.jean-philippe Published as: Chancelier, Jean-Philippe; Chancelier, J.-Ph.; Chancelier, J. Ph.; Chancelier, J. P.; Chancelier, J.-P. more...less
 Documents Indexed: 29 Publications since 1988, including 3 Books 1 Contribution as Editor Co-Authors: 28 Co-Authors with 27 Joint Publications 316 Co-Co-Authors
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### Co-Authors

 3 single-authored 13 de Lara, Michel 9 Carpentier, Pierre 4 Cohen de Lara, Michel 4 Pacard, Frank 3 Cohen, Guy 3 Nikoukhah, Ramine 3 Pacaud, François 3 Sulem, Agnès 2 Bittar, Thomas 2 Campbell, Stephen LaVern 2 Gomez, Claude 2 Leclère, Vincent 2 Lonchampt, Jérõme 1 Barty, Kengy 1 Bunks, Carey 1 de Palma, André 1 Delebecque, Francois 1 Gérard, Henri 1 Girardeau, Pierre 1 Goursat, Maurice 1 Guilbaud, Thérèse 1 Heymann, Benjamin 1 Lenoir, Arnaud 1 Messaoud, Marouen 1 Øksendal, Bernt Karsten 1 Quadrat, Jean-Pierre 1 Steer, Serge 1 Tran, Benoît
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### Serials

 4 Annals of Operations Research 3 Journal of Mathematical Analysis and Applications 3 SIAM Journal on Optimization 2 Journal of Convex Analysis 1 Journal of Optimization Theory and Applications 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Theory and Decision 1 Optimization 1 Stochastic Hydrology and Hydraulics 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Games and Economic Behavior 1 European Journal of Operational Research 1 SIAM Journal on Applied Mathematics 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Mathematical Methods of Operations Research 1 Set-Valued and Variational Analysis 1 Probability Theory and Stochastic Modelling
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### Fields

 12 Operations research, mathematical programming (90-XX) 8 Calculus of variations and optimal control; optimization (49-XX) 7 Numerical analysis (65-XX) 6 Systems theory; control (93-XX) 5 Operator theory (47-XX) 4 Functional analysis (46-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Convex and discrete geometry (52-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Probability theory and stochastic processes (60-XX) 1 Statistics (62-XX) 1 Geophysics (86-XX)

### Citations contained in zbMATH Open

18 Publications have been cited 111 times in 103 Documents Cited by Year
Analysis of a conservation PDE with discontinuous flux: A model of settler. Zbl 0811.35077
Chancelier, J.-Ph.; Cohen de Lara, M.; Pacard, F.
1994
Dynamic consistency for stochastic optimal control problems. Zbl 1255.90124
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel; Girardeau, Pierre
2012
Modeling and simulation in Scilab/Scicos. Zbl 1090.65001
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
2006
Iterative schemes for computing fixed points of nonexpansive mappings in Banach spaces. Zbl 1166.65026
Chancelier, Jean-Philippe
2009
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042
Chancelier, J.-Ph.; Øksendal, B.; Sulem, A.
2002
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
2007
Existence of a solution in an age-dependent transport-diffusion PDE: A model of Settler. Zbl 0832.35067
Chancelier, J. Ph.; Cohen de Lara, M.; Pacard, F.
1995
Engineering and scientific computing with Scilab. Zbl 0949.68606
1999
Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming. Zbl 1336.90066
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel
2015
Exact converging bounds for stochastic dual dynamic programming via Fenchel duality. Zbl 1444.90086
Leclère, Vincent; Carpentier, Pierre; Chancelier, Jean-Philippe; Lenoir, Arnaud; Pacaud, François
2020
Stochastic decomposition applied to large-scale hydro valleys management. Zbl 1403.90530
Carpentier, P.; Chancelier, J.-Ph.; Leclère, V.; Pacaud, F.
2018
Modeling and simulation in Scilab/Scicos with ScicosLab 4.4. 2nd ed. Zbl 1181.65005
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
2010
Hidden convexity in the $$\ell_0$$ pseudonorm. Zbl 1458.46064
Chancelier, Jean-Philippe; De Lara, Michel
2021
Risk aversion in expected intertemporal discounted utilities bandit problems. Zbl 1186.91098
Chancelier, Jean-Philippe; De Lara, Michel; de Palma, André
2009
Fokker-Planck equations for the density of a diffusion process in a regular open set. (Équation de Fokker-Planck pour la densité d’un processus aléatoire dans un ouvert régulier.) Zbl 0837.58038
Chancelier, Jean-Philippe; Cohen de Lara, Michel; Pacard, Frank
1995
Dual effect free stochastic controls. Zbl 1122.93424
Barty, K.; Chancelier, J.-P.; Cohen, G.; De Lara, M.; Guilbaud, T.; Carpentier, P.
2006
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1988
Fenchel-Moreau conjugation inequalities with three couplings and application to the stochastic Bellman equation. Zbl 1434.46048
Chancelier, Jean-Philippe; De Lara, Michel
2019
Hidden convexity in the $$\ell_0$$ pseudonorm. Zbl 1458.46064
Chancelier, Jean-Philippe; De Lara, Michel
2021
Exact converging bounds for stochastic dual dynamic programming via Fenchel duality. Zbl 1444.90086
Leclère, Vincent; Carpentier, Pierre; Chancelier, Jean-Philippe; Lenoir, Arnaud; Pacaud, François
2020
Fenchel-Moreau conjugation inequalities with three couplings and application to the stochastic Bellman equation. Zbl 1434.46048
Chancelier, Jean-Philippe; De Lara, Michel
2019
Stochastic decomposition applied to large-scale hydro valleys management. Zbl 1403.90530
Carpentier, P.; Chancelier, J.-Ph.; Leclère, V.; Pacaud, F.
2018
Stochastic multi-stage optimization. At the crossroads between discrete time stochastic control and stochastic programming. Zbl 1336.90066
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel
2015
Dynamic consistency for stochastic optimal control problems. Zbl 1255.90124
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel; Girardeau, Pierre
2012
Modeling and simulation in Scilab/Scicos with ScicosLab 4.4. 2nd ed. Zbl 1181.65005
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
2010
Iterative schemes for computing fixed points of nonexpansive mappings in Banach spaces. Zbl 1166.65026
Chancelier, Jean-Philippe
2009
Risk aversion in expected intertemporal discounted utilities bandit problems. Zbl 1186.91098
Chancelier, Jean-Philippe; De Lara, Michel; de Palma, André
2009
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
2007
Modeling and simulation in Scilab/Scicos. Zbl 1090.65001
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
2006
Dual effect free stochastic controls. Zbl 1122.93424
Barty, K.; Chancelier, J.-P.; Cohen, G.; De Lara, M.; Guilbaud, T.; Carpentier, P.
2006
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042
Chancelier, J.-Ph.; Øksendal, B.; Sulem, A.
2002
Engineering and scientific computing with Scilab. Zbl 0949.68606
1999
Existence of a solution in an age-dependent transport-diffusion PDE: A model of Settler. Zbl 0832.35067
Chancelier, J. Ph.; Cohen de Lara, M.; Pacard, F.
1995
Fokker-Planck equations for the density of a diffusion process in a regular open set. (Équation de Fokker-Planck pour la densité d’un processus aléatoire dans un ouvert régulier.) Zbl 0837.58038
Chancelier, Jean-Philippe; Cohen de Lara, Michel; Pacard, Frank
1995
Analysis of a conservation PDE with discontinuous flux: A model of settler. Zbl 0811.35077
Chancelier, J.-Ph.; Cohen de Lara, M.; Pacard, F.
1994
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1988
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### Cited by 173 Authors

 9 Diehl, Stefan 7 Chancelier, Jean-Philippe 6 Cai, Gang 6 de Lara, Michel 5 Bürger, Raimund 5 Hasanoǧlu, Alemdar 5 Shehu, Yekini 4 Iyiola, Olaniyi Samuel 4 Pektas, Burhan 4 Yao, Yonghong 3 Allaire, Grégoire 3 Dapogny, Charles 3 Faure, Alexis 3 Forsyth, Peter A. 3 Karlsen, Kenneth Hvistendahl 3 Michailidis, Georgios E. 3 Pichler, Alois 3 Shapiro, Alexander 2 Beşliu, C. 2 Bordeianu, Cristian C. 2 Campbell, Stephen LaVern 2 Carpentier, Pierre 2 Cohn, Steven David 2 Estevez, Rafael 2 Felea, D. 2 Grossu, I. V. 2 Homem-de-Mello, Tito 2 Jipa, Al. 2 Leclère, Vincent 2 Liou, Yeongcheng 2 Nikoukhah, Ramine 2 Pflug, Georg Ch. 2 Redepenning, Jody 2 Shahzad, Naseer 2 Thonhauser, Stefan 2 Uǧurlu, Kerem 2 Zabaljauregui, Diego 1 Aïd, René 1 Albrecher, Hansjörg 1 Alonso-Ayuso, Antonio 1 Azimzadeh, Parsiad 1 Babbin, J. 1 Baccarin, Stefano 1 Bachoc, François 1 Bayraksan, Güzin 1 Bean, S. Palomino 1 Bélanger, A. C. 1 Benveniste, Albert 1 Bernal, Francisco 1 Bernardeschi, Cinzia 1 Berres, Stefan 1 Bhunia, Asoke Kumar 1 Bielecki, Tomasz R. 1 Billionnet, Alain 1 Bonnans, Joseph Frédéric 1 Borges, Pedro Castro 1 Bourke, Timothy 1 Caillaud, Benoît 1 Cancès, Eric 1 Careaga, Julio 1 Ceng, Lu-Chuan 1 Che, Haochi 1 Chellathurai, Thamayanthi 1 Cialenco, Igor 1 Cichy, Błażej 1 Cohen de Lara, Michel 1 Cohen, Guy 1 Coutinho, Daniel F. 1 Couvelas, Agnes 1 Cury, José Eduardo Ribeiro 1 Dallagi, Anes 1 Damgaard, Anders 1 Das, Subhajit 1 Diniz, Andre Luiz 1 Domenici, Andrea 1 Draviam, Thangaraj 1 Dupačová, Jitka 1 Duque, Daniel 1 Elloumi, Sourour 1 Escudero, Laureano Fernando 1 Farås, Sebastian 1 Ferris, Michael C. 1 Fuglsbjerg, Brian 1 Galicher, Hervé 1 Gałkowski, Krzysztof 1 Goldberg, David Alan 1 Guibaud, Th. 1 Guignard, Monique 1 Hasanoglu, Şafak 1 Heymann, Benjamin 1 Hładowski, Łukasz 1 Huang, Jun 1 Ieda, Masashi 1 Ivanov, Ievgen 1 Ji, Shanming 1 Jourani, Abderrahim 1 Keller, Godfrey 1 Kharroubi, Idris 1 Klingenberg, Christian 1 Kozmík, Václav ...and 73 more Authors
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### Cited in 72 Serials

 7 European Journal of Operational Research 4 Journal of Engineering Mathematics 3 Journal of Computational and Applied Mathematics 3 Operations Research Letters 3 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 2 Communications in Mathematical Physics 2 Journal of Computational Physics 2 Applied Mathematics and Computation 2 Journal of Optimization Theory and Applications 2 Journal of Economic Dynamics & Control 2 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 2 Mathematical Programming. Series A. Series B 2 SIAM Journal on Optimization 2 Computational Optimization and Applications 2 Journal of Mathematical Chemistry 2 European Journal of Control 2 Mathematical Methods of Operations Research 2 Journal of Fixed Point Theory and Applications 1 Bulletin of the Australian Mathematical Society 1 Computers & Mathematics with Applications 1 Computer Physics Communications 1 Information Processing Letters 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 Applied Mathematics and Optimization 1 Journal of Computer and System Sciences 1 Journal of Economic Theory 1 Mathematics of Operations Research 1 Meccanica 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerical Functional Analysis and Optimization 1 Numerische Mathematik 1 Operations Research 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Optimal Control Applications & Methods 1 Insurance Mathematics & Economics 1 Applied Numerical Mathematics 1 Optimization 1 Computational Mechanics 1 Mathematical and Computer Modelling 1 Journal of Scientific Computing 1 Stochastic Hydrology and Hydraulics 1 Annals of Operations Research 1 Numerical Algorithms 1 Games and Economic Behavior 1 International Journal of Computer Mathematics 1 SIAM Journal on Applied Mathematics 1 Computational Statistics and Data Analysis 1 International Journal of Robust and Nonlinear Control 1 Journal of Computer and Systems Sciences International 1 Journal of Convex Analysis 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik 1 Mathematical and Computer Modelling of Dynamical Systems 1 Communications in Nonlinear Science and Numerical Simulation 1 International Journal of Applied Mathematics and Computer Science 1 CEJOR. Central European Journal of Operations Research 1 Journal of Nonlinear and Convex Analysis 1 Nonlinear Analysis. Real World Applications 1 Stochastic Models 1 OR Spectrum 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Computational Management Science 1 Fixed Point Theory and Applications 1 Inverse Problems in Science and Engineering 1 Set-Valued and Variational Analysis 1 European Actuarial Journal 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Probability, Uncertainty and Quantitative Risk
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### Cited in 24 Fields

 28 Calculus of variations and optimal control; optimization (49-XX) 28 Operations research, mathematical programming (90-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Systems theory; control (93-XX) 19 Numerical analysis (65-XX) 15 Fluid mechanics (76-XX) 14 Partial differential equations (35-XX) 14 Operator theory (47-XX) 5 Probability theory and stochastic processes (60-XX) 4 Functional analysis (46-XX) 4 Computer science (68-XX) 4 Biology and other natural sciences (92-XX) 3 Convex and discrete geometry (52-XX) 3 Mechanics of deformable solids (74-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Statistics (62-XX) 2 Quantum theory (81-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX)