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Chancelier, Jean-Philippe

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Author ID: chancelier.jean-philippe Recent zbMATH articles by "Chancelier, Jean-Philippe"
Published as: Chancelier, Jean-Philippe; Chancelier, J.-Ph.; Chancelier, J. Ph.; Chancelier, J. P.; Chancelier, J.-P.

Publications by Year

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.
17
1994
Dynamic consistency for stochastic optimal control problems. Zbl 1255.90124
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel; Girardeau, Pierre
17
2012
Modeling and simulation in Scilab/Scicos. Zbl 1090.65001
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
13
2006
Iterative schemes for computing fixed points of nonexpansive mappings in Banach spaces. Zbl 1166.65026
Chancelier, Jean-Philippe
13
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.
10
2002
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
9
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.
8
1995
Engineering and scientific computing with Scilab. Zbl 0949.68606
7
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
3
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
3
2020
Stochastic decomposition applied to large-scale hydro valleys management. Zbl 1403.90530
Carpentier, P.; Chancelier, J.-Ph.; Leclère, V.; Pacaud, F.
2
2018
Modeling and simulation in Scilab/Scicos with ScicosLab 4.4. 2nd ed. Zbl 1181.65005
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
2
2010
Hidden convexity in the \(\ell_0\) pseudonorm. Zbl 1458.46064
Chancelier, Jean-Philippe; De Lara, Michel
2
2021
Risk aversion in expected intertemporal discounted utilities bandit problems. Zbl 1186.91098
Chancelier, Jean-Philippe; De Lara, Michel; de Palma, André
1
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
1
1995
Dual effect free stochastic controls. Zbl 1122.93424
Barty, K.; Chancelier, J.-P.; Cohen, G.; De Lara, M.; Guilbaud, T.; Carpentier, P.
1
2006
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1
1988
Fenchel-Moreau conjugation inequalities with three couplings and application to the stochastic Bellman equation. Zbl 1434.46048
Chancelier, Jean-Philippe; De Lara, Michel
1
2019
Hidden convexity in the \(\ell_0\) pseudonorm. Zbl 1458.46064
Chancelier, Jean-Philippe; De Lara, Michel
2
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
3
2020
Fenchel-Moreau conjugation inequalities with three couplings and application to the stochastic Bellman equation. Zbl 1434.46048
Chancelier, Jean-Philippe; De Lara, Michel
1
2019
Stochastic decomposition applied to large-scale hydro valleys management. Zbl 1403.90530
Carpentier, P.; Chancelier, J.-Ph.; Leclère, V.; Pacaud, F.
2
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
3
2015
Dynamic consistency for stochastic optimal control problems. Zbl 1255.90124
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel; Girardeau, Pierre
17
2012
Modeling and simulation in Scilab/Scicos with ScicosLab 4.4. 2nd ed. Zbl 1181.65005
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
2
2010
Iterative schemes for computing fixed points of nonexpansive mappings in Banach spaces. Zbl 1166.65026
Chancelier, Jean-Philippe
13
2009
Risk aversion in expected intertemporal discounted utilities bandit problems. Zbl 1186.91098
Chancelier, Jean-Philippe; De Lara, Michel; de Palma, André
1
2009
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
9
2007
Modeling and simulation in Scilab/Scicos. Zbl 1090.65001
Campbell, Stephen L.; Chancelier, Jean-Philippe; Nikoukhah, Ramine
13
2006
Dual effect free stochastic controls. Zbl 1122.93424
Barty, K.; Chancelier, J.-P.; Cohen, G.; De Lara, M.; Guilbaud, T.; Carpentier, P.
1
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.
10
2002
Engineering and scientific computing with Scilab. Zbl 0949.68606
7
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.
8
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
1
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.
17
1994
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1
1988
all top 5

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

Citations by Year