Publications
2026
Preprint 1 J.-P. Chancelier, A formal proof of the Sands-Sauer-Woodrow theorem using the Rocq prover and mathcomp/ssreflect, hal-05599675 (2026)
Journal 2
J.-P. Chancelier, M. De Lara, François Pacaud, T. Lindegaard, T. Pennanen, Ari-Pekka Perkkiö, Optimal Operation and Valuation of Electricity Storages in Intraday Markets, hal-05403642 (2025)
Accepted in Comput Manag Sci 23, 16 (2026)
Journal 3
P. Carpentier, J.-P. Chancelier, G. Cohen, T. Dargent, R. Epenoy, Low-thrust Interplanetary Trajectories with Missed Thrust Events: a Numerical Approach, hal-05368349 (2025)
Accepted in Journal of Guidance, Control, and Dynamics (April 2026)
Journal 4
A. Le Franc, J.-P. Chancelier, M. de Lara, S. Rakotomandimby, What are Capra-Convex Sets?, hal-05243799 (2025)
Accepted in Journal of Convex Analysis (March 2026)
Journal 5
S. Rakotomandimby, J.-Ph. Chancelier, M. De Lara, A. Lefranc, Subgradient Selector in the Generalized Cutting Plane Method with an Application to Sparse Optimization, hal-04856783v1 (2024)
Accepted in Optim Lett 20, 473–490 (2026)
Journal 6
A. Le Franc, P. Carpentier, J.-P. Chancelier, M. De Lara, Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization, hal-03903218v2 (2022)
Accepted in J Optim Theory Appl 208, 111 (2026)
2025
Preprint 7 C. Martinez Parra, M. de Lara, J.-P. Chancelier, P. Carpentier, J.-M. Janin, Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty, hal-05387929 (2025)
Preprint 8 R. Lefgoum, S. Afsar, P. Carpentier, J.-P. Chancelier, M. De Lara, A Production Routing Problem with Mobile Inventories, hal-04976133 (2025)
Preprint 9 J.-Ph. Chancelier, M. De Lara, Antoine Deza, Lionel Pournin, Geometry of Sparsity-Inducing Norms, hal-04886852 (2025)
Journal 10
R. Lefgoum, S. Afsar, P. Carpentier, J.-Ph. Chancelier, M. De Lara, Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques, hal-04629058
Accepted in J Optim Theory Appl 207, 49 (2025)
Journal 11
C. Vessaire, J.-P. Chancelier, M. De Lara, P. Carpentier, A. Rodríguez-Martínez, Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process, hal-03902089 (2023)
Accepted in Ann Oper Res 344, 345–382 (2025)
Journal 12
M. Akian, J.-Ph. Chancelier, B. Tran, A stochastic algorithm for deterministic multistage optimization problems, hal-01964189 Oct 2018
Accepted in Ann Oper Res 345, 1–38 (2025)
Journal 13
J.-Ph. Chancelier, M.De Lara, A Unified View of Polarity for Functions, hal-04746856 (2024)
Accepted in Journal of Convex Analysis (Volume 32, No. 1, 227–262, 2025)
2024
Preprint 14 C. Martinez Parra, M. De Lara, J.-Ph. Chancelier, P. Carpentier, J.-M. Janin, M. Ruiz, A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation, hal-04681616 (2024)
Preprint 15 J.-Ph. Chancelier, M. De Lara, B. Heymann, Conditional Separation as a Binary Relation. A Coq assisted proof, hal-03315809v3 (2024)
Journal 16
S. Rakotomandimby, J.-Ph. Chancelier, M. De Lara, M. Blondel, Learning with Fitzpatrick Losses, arXiv:2405.14574
Accepted in Advances in Neural Information Processing Systems 37 (NeurIPS 2024)
Journal 17
T. Rigaut, P. Carpentier, J.-P. Chancelier, M. De Lara, Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems, hal-04015917 (March 2023)
Accepted in Comput Manag Sci 21, 28 (2024)
Journal 18
P. Carpentier, J.-Ph. Chancelier, M. De Lara, Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation, hal-03761310 (2022)
Accepted in SIAM Journal on Optimization, vol. 34, iss. 2 (2024)
Journal 19
F. Pacaud, P. Carpentier, J.-Ph. Chancelier, M. De Lara, Stochastic optimal control of a domestic microgrid equipped with solar panel and battery, hal-01688666, 2018
Accepted in Energy Systems (2024) under the modified title ‘Optimization of a domestic microgrid equipped with solar panel and battery: Model Predictive Control and Stochastic Dual Dynamic Programming approaches’
2023
Journal 20
P. Carpentier, J.-Ph. Chancelier, M. De Lara, T. Martin, T. Rigaut, Time Blocks Decomposition of Multistage Stochastic Optimization Problems, hal-01757113 (April 2018) hal-01757113v2 hal-01757113v3 (May 2022)
Accepted in Journal of Convex Analysis (2023) (special issue dedicated to Prof. Roger J-B Wets)
Journal 21
A. Le Franc, P. Carpentier, J.-Ph. Chancelier, M. De Lara, EMSx: an Energy Management System numerical benchmark, hal-02425913, Dec 2019
Accepted in Energy Syst 14, 845 (2023)
Journal 22
J.-Ph. Chancelier, M. De Lara, Orthant-Strictly Monotonic Norms, Generalized Top-k and k-Support Norms and the L0 Pseudonorm, hal-02456433v2 (2021)
Accepted in Journal of Convex Analysis (Volume 30, No. 3, 743–769, 2023)
2022
Journal 23
A. Le Franc, J.-P. Chancelier, M. De Lara, The Capra-subdifferential of the l0 pseudonorm, hal-03505168v2 (2022), hal-03505168v1 (2021)
Accepted in Optimization, 73(4), 1229–1251 (Published Nov. 2022)
Journal 24
M. Akian, J.-P. Chancelier, L. Pascal, B. Tran, Tropical numerical methods for solving stochastic control problems, hal-03944216 (2023)
Accepted in 25th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2022)
Journal 25
C. Vessaire, J.-P. Chancelier, M. De Lara, P. Carpentier, A. Rodríguez-Martínez, A. Robert, Multistage Optimization with a Material Balance Reservoir Model, hal-0350860 (2022)
Accepted in Computers & Chemical Engineering (2022)
Journal 26
B. Heymann, M. De Lara, J.-Ph. Chancelier, Kuhn’s Equivalence Theorem for Games in Product Form, hal-03193448v1 (2021)
Accepted in Games and Economic Behaviour (2022)
Journal 27
J.-Ph. Chancelier, M. De Lara, Benoît Tran, Minimization Interchange Theorem on Posets, hal-03284701 (2021)
Accepted in Journal of Mathematical Analysis and Applications (2022)
Journal 28
T. Bittar, P. Carpentier, J.-Ph. Chancelier, J. Lonchampt, The stochastic Auxiliary Problem Principle in Banach spaces: measurability and convergence, hal-03115740v1 (2021)
Accepted in SIAM Journal on Optimization, vol. 32, iss. 3 (2022)
Journal 29
J.-Ph. Chancelier, M. De Lara, Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm, hal-02459688v2 (2021)
Accepted in Set-Valued Var. Anal 30, 597–619 (2022)
Journal 30
T. Bittar, P. Carpentier, J.-Ph. Chancelier, J. Lonchampt, A Decomposition Method by Interaction Prediction for the Optimization of Maintenance Scheduling, hal–02489304v1, Feb. 2020, 30 pages
Accepted in Ann Oper Res 316, 229–267 (2022)
Journal 31
J.-Ph. Chancelier, M. De Lara, Constant Along Primal Rays Conjugacies and the l0 Pseudonorm, hal-02459673, Jan. 2020, 34 pages
Accepted in Optimization Volume 71, No. 2, pp 355–386, 2022
2021
Preprint 32 B. Heymann, M. De Lara, J.-Ph. Chancelier, Causal Inference Theory with Information Dependency Models, hal-03315815 (2021)
Preprint 33 M. De Lara, J.-Ph. Chancelier, B. Heymann, Topological Conditional Separation, hal-03315811 (2021)
Preprint 34 J.-Ph. Chancelier, M. De Lara, B. Heymann, Conditional Separation as a Binary Relation, hal-03315809 (2021)
Preprint 35 P. Barbier, J.-Ph. Chancelier, M. De Lara, V. Paravy, Rank-Based Norms Capra-Conjugacies and the Rank Function, hal-03240885v1
Preprint 36 T. Bittar, J.-Ph. Chancelier, M. De Lara, Best Convex Lower Approximations of the l0 Pseudonorm on Unit Balls, hal-03240878v1
Preprint 37 M. De Lara, B. Heymann, J.-Ph. Chancelier, Decomposition-Coordination Method for Finite Horizon Bandit Problems, hal-03240964v1 (2021)
Preprint 38 J.-Ph. Chancelier, M. De Lara, Conditional Infimum and Hidden Convexity in Optimization, hal-03194348v1 (2021)
Journal 39
F. Pacaud, P. Carpentier, J.-Ph. Chancelier, M. De Lara, Distributed Multistage Optimization of Large-Scale Microgrids under Stochasticity, hal-02420494
Accepted in IEEE Transactions on Power Systems (2021)
2020
Preprint 40 J.-Ph. Chancelier, M. De Lara, Constant Along Primal Rays Conjugacies and Generalized Convexity for Functions of the Support, hal-02976039v1, Oct. 2020, 23 pages
Preprint 41 M. Akian, J.-Ph. Chancelier, B. Tran, Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming, arxiv:2010.10619, Oct. 2020, 23 pages
Preprint 42 B. Heymann, M. De Lara, J.-Ph. Chancelier, Kuhn’s Equivalence Theorem for Games in Intrinsic Form, hal–02880591, Jun. 2020, 25 pages
Preprint 43 J.-Ph. Chancelier, M. De Lara, Variational Formulations for the l0 Pseudonorm and Application to Sparse Optimization, hal-02459688, Jan. 2020, 23 pages
Journal 44
P. Carpentier, J.-Ph. Chancelier, M. De Lara, F. Pacaud, Mixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems, hal-02420480v2
Accepted in J Optim Theory Appl 186, 985–1005 (2020)
Journal 45
J.-Ph. Chancelier, M. De Lara, Hidden Convexity in the l0 Pseudonorm, hal-02146454, 2019
Accepted in Journal of Convex Analysis (March 2020)
Journal 46
V. Leclère, P. Carpentier, J.-Ph. Chancelier, A. Lenoir, F. Pacaud, Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality, hal-01744035, March 2018
Accepted in SIAM Journal on OptimizationVol. vol. 30, iss. 2 (2020)
Journal 47
H. Gérard, M. De Lara, J.-Ph. Chancelier, Equivalence Between Time Consistency and Nested Formula, hal-01645564v1, Nov 2017
Accepted in Ann. Oper. Res. 292, 627-647 (2020)
2019
Journal 48
M. Akian, J.-Ph. Chancelier, B. Tran, A Min-plus-SDDP Algorithm for Deterministic Multistage Convex Programming, hal-02436343 (version 1, Dec 2019)
Accepted in 58th IEEE Conference on Decision and Control (CDC 2019)
Preprint 49 P. Carpentier, J.-Ph. Chancelier, M. De Lara, F. Pacaud, Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods, hal-02420480 (version 1, Dec 2019)
Preprint 50 P. Carpentier, J.-Ph. Chancelier, M. De Lara, F. Pacaud, Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management, hal-02420494 (version 1, Dec 2019)
Preprint 51 J.-Ph. Chancelier, M. De Lara, A Suitable Conjugacy for the l0 Pseudonorm, hal-02013977 (version 1, Feb 2019)
Preprint 52 J.-Ph. Chancelier, M. De Lara, Lower Bound Convex Programs for Exact Sparse Optimization, hal-02013990 (version 1, Feb 2019)
Preprint 53 P. Carpentier, J.-Ph. Chancelier, M. De Lara, T. Rigaut, Algorithms for two-time scales stochastic optimization with applications to long term management of energy storage, hal-02013969 (Feb 2019)
Proceedings
J.-Ph. Chancelier, Sébastien Furic, Pierre Weis, Translating Simulink Models to Modelica using the Nsp Platform, hal-01948681v2, version 2 (2019), version 1 (Dec. 2018)
in Proceedings Proceedings of the 13th International Modelica Conference, Regensburg, Germany, 2019
Journal 54
J.-Ph. Chancelier, M. De Lara, Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation, hal-01760462, April 10 2018
Accepted in Journal of Convex Analysis (2019)
Journal 55
T. Rigaut, P. Carpentier, J.-Ph. Chancelier, M. De Lara, J. Waeytens, Energy and Air Quality Management in a Subway Station using Stochastic Dynamic Optimization, arXiv 2018
Accepted in IEEE Transactions on Power Systems, vol. 34, no. 2, pp. 1256-1263, March 2019
2018
Journal 56
F. Pacaud, P. Carpentier, J.-Ph. Chancelier, V. Leclère, Stochastic decomposition applied to large-scale hydro valleys management, hal-01526775, Juin 2017
Accepted in European Journal of Operational Research (2018)
2015
Preprint 57 J.-Ph. Chancelier, R. Nikoukhah, A novel code generation methodology for block diagram modeler and simulators Scicos and VSS, hal-01213247v1, oct 2015
2013
Journal 58
J.-Ph. Chancelier, Extensions and applications of ACF mappings, hal-00640756, nov 2011
Accepted in Journal of Mathematical Analysis and Applications (March 2013)
2012
Journal 59
P. Carpentier, J.-Ph. Chancelier, G. Cohen, M. De Lara, P. Girardeau, Dynamic consistency for Stochastic Optimal Control problems, hal-00483811/fr, 2010
Accepted in Ann Oper Res 200, 247–263 (2012)
2010
Journal 60
J.-Ph. Chancelier, J. Lelong and B. Lapeyre, Using Premia and Nsp for Constructing a Risk Management Benchmark for Testing Parallel Architecture, hal-00447845, 2010
Accepted in Concurrency and Computation: Practice and Experience
2009
Journal 61
J.-Ph. Chancelier, T-class algorithms for pseudocontractions and k-strict pseudocontractions in Hilbert spaces, hal-00193621, 2007
Accepted in Nonlinear Analysis: Theory, Methods & Applications, vol. 71, iss. 11, 2009
Journal 62
P. Carpentier, J.-Ph Chancelier, M. De Lara, and SOWG, Approximations of stochastic optimization problems subject to measurability constraints, hal-00975464, 2006
Accepted in SIAM J. Optim. Volume 19, Issue 4, pp. 1719-1734 (2009)
Journal 63
J.-Ph. Chancelier, Iterative schemes for computing fixed points of nonexpansive mappings in banach spaces, hal-00184662, 2007
Accepted in Journal of Mathematical Analysis and Applications Volume 353, Issue 1, 1 May 2009, Pages 141-153
2008
Journal 64
J.-P. Chancelier, M. De Lara, and A. De Palma, Risk aversion in expected intertemporal discounted utilities bandit problems,
Accepted in Theory and Decision, Springer US, 21.04.2008, vol. 67, no. 4, pp. 433-440
2007
Preprint 65 J.-Ph. Chancelier, A note on strong convergence to common fixed points of nonexpansive mappings in Hilbert spaces, hal-00418356, 2007
Journal 66
J.-Ph. Chancelier, M. De Lara, and A. De Palma, Risk aversion and optimal strategies in a one-armed bandit problem: an application to road choice, Preprints Cermics 30 pages 2005
Accepted in Transportation Science, vol. 41, no. 1, February 2007 , Risk Aversion, Road Choice, and the One-Armed Bandit Problem
Journal 67
J.P. Chancelier, M. Messaoud, and A. Sulem, A policy iteration algorithm for fixed point problems with nonexpansive operators, Preprints Cermics 2004
Accepted in Math. Meth. Oper. Res. 2007
2006
Preprint 68 J.-Ph. Chancelier and SOWG, Mosco-convergence of stochastic optimization problems involving both random variables and measurability constraints approximations, Preprint Cermics 2006
2004
Journal 69
K. Barty, P. Carpentier, J.-Ph. Chancelier, G. Cohen, M. De Lara, and T. Guilbaud, Dual effect free stochastic controls, Preprints Cermics 26 pages, Mars 2003
Accepted in Annals of Operation Research, 2004
Journal 70
Tomasz R. Bielecki, Jean-Philippe Chancelier, Stanley R. Pliska, and Agnès Sulem, Risk sensitive portfolio optimization with transaction costs,
Accepted in Journal of computational Finance, 8(1):39-65, 2004
2002
Journal 71
J.-P. Chancelier, B.Oksendal, and A.Sulem, Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control,
Accepted in Stochastic Financial Mathematics. Proc. Steklov Math. Inst., Vol. 237, pp 149 -173, editeur A.N. Shiryaev, Moscou, 2002
Journal 72
J.-P. Chancelier, G. Cohen, J.-B. Henniart, Control of pollutant concentrations in a road tunnel using electric fans,
Accepted in 2004 IEEE International Conference on Robotics and Automation (IEEE Cat. No.04CH37508)
1998
Journal 73
J.-P. Chancelier, G. Chebbo, and E. Lucas-Aiguier, Estimation of settling velocities,
Accepted in Water Research, 32(11):3461-3471, 1998
Journal 74
M. AKIAN, J.-P. CHANCELIER, J.-P. QUADRAT, Dynamic Programming Complexity and Application,
Accepted in 27th IEEE Conference on Decision and Control (CDC 2018)
1997
Journal 75
J.-P. Chancelier, M. Cohen De Lara, and F. Pacard, New insights in dynamical modeling of a secondary settler- I, flux theory and steady states analysis,
Accepted in Water Research, 31(8):1847-1856, 1997
Journal 76
J.-P. Chancelier, M. Cohen De Lara, and F. Pacard, A stochastic approach to model bottom boundary conditions in a settling tank,
Accepted in Stochastic Hydrology and Hydraulics, 11, 449–457 (1997)
Journal 77
J.-P. Chancelier, M.Cohen De Lara, and F.Pacard, New insights in dynamical modeling of a secondary settler- II, dynamical analysis,
Accepted in Water Research, 31(8):1857-1866, 1997
Journal 78
J.-P. Chancelier, M. Cohen de Lara, M.-A. Maldiney, F. Pacard, Identification of pollution sources in rivers,
Accepted in Proceedings of Joint Conference on Control Applications Intelligent Control and Computer Aided Control System Design Year: 1996
1995
Journal 79
J.-P. Chancelier, M. Cohen De Lara, and F. Pacard, Existence of a solution in an age-dependent transport-diffusion pde: a model of settler,
Accepted in Mathematical Models and Methods in Applied Sciences, 5(3):267-278, 1995
Journal 80
J.-P. Chancelier, M. Cohen De Lara, and F. Pacard, Equation de Fokker-Planck pour la densité d’un processus de diffusion dans un ouvert régulier,
Accepted in C.R. Acad. Sci. Paris, Série I Math., 321:1251-1256, 1995
1994
Journal 81
J.-P. Chancelier, M. Cohen De Lara, and F.Pacard, Analysis of a conservation pde with discontinuous flux: a model of settler,
Accepted in SIAM J. of Applied Math., 54(4):954-995, 1994
Journal 82
J.-P. Chancelier and A.Renaud, Daily generation scheduling: decomposition methods to solve the hydraulic problems, 1994, hal-03636358, 1994
Accepted in International Journal of Electrical Power and Energy Systems, 16(3):175-181, 1994
Proceedings
J.-P. Quadrat, A. Sulem, J.-P. Chancelier, C. Gomez, Pandore : un système expert pour l’optimisation de systèmes dynamiques,
in Proceedings BIGRE n° 70, Septembre 1990
1989
Preprint 83 Pandore, Un problème dynamique de contrôle optimal en dimension 2 résolu par une méthode de perturbations régulières, Internal report INRIA, 1989
Proceedings
J. P. Chancelier, C. Gomez, J. P. Quadrat, A. Sulem, PANDORE. Advanced computed concepts and techniques,
in Proceedings in Control Engineering NATO ASI, Series F, Vol. 47, édité par M. J. Denham et A. J. Laub, 1989
Journal 84
J. P. Chancelier, C. Gomez, J. P. Quadrat, A. Sulem, An Expert System for stochastic control problems : Automatic report generation,
Accepted in Computer Science in Economics and Management 2 p. 65-82, Kluwer Academic Publishers, 1989
1988
Proceedings
J.P. Chancelier, C. Gomez, J.P. Quadrat, A. Sulem, Automatic Study in Stochastic Control,
in Proceedings In: Fleming, W., Lions, PL. (eds) Stochastic Differential Systems, Stochastic Control Theory and Applications The IMA Volumes in Mathematics and Its Applications, vol 10. Springer, New York, NY
Proceedings
O. Akhrif, G.L. Blankenship, J.-P. Chancelier, C. Gomez, J.-P. Quadrat, A. Sulem, Integration of symbolic and numerical processing in control engineering design,
in Proceedings COMPCON Spring 1988, San Francisco, CA, USA
Preprint 85 J.-P. Chancelier, C. Gomez, J.-P. Quadrat, MACROFORT, A Fortran program generator, Macsyma letters, 1
1987
Preprint 86 J.P. Chancelier, A. Sulem, Macrotex : A Latex Code Generator In Macsyma, preprint hal inria-00070073 1987
1986
Proceedings
G. Blankenship, J.-P. Chancelier, C.Gomez, A.La Vigna, D.C. ~McEnany, J.P.Quadrat, and A.Sulem, An expert system for control and signal processing with automatic fortran program generation,
in Proceedings MTNS Symposium, Stokholm 1986