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Publications
Articles
2010
- Dynamic consistency for Stochastic Optimal Control problems
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arXiv:1005.3605, may, 2010
2009
- Decomposition of large-scale stochastic optimal control problems
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Optimization Online, feb, 2009
- Approximations of Stochastic Optimization Problems Subject to Measurability Constraints
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SIAM Journal on Optimization, vol. 19, pp. 1719-1734, jan, 2009
2006
- Dual effect free stochastic controls
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Annals of Operations Research, vol. 142, pp. 41-62, Springer Netherlands, feb, 2006
Conférences
2009
- A Comparison of Sample-based Stochastic Optimal Control Methods for Power System Management
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20th International Symposium on Mathematical Programming, aug, 2009 [ ]
2008
- Robust approach for aerospatial optimal control problems
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Conference on Optimization and Practices in Industry, 26-28 Nov. 2008, EDF R&D, Clamart, France, nov, 2008 - Decomposition techniques for stochastic optimal control problems
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Conference on Optimization and Practices in Industry, 26-28 Nov. 2008, EDF R&D, Clamart, France, nov, 2008 [ ] - Optimisation under probability constraints: an approach via quantiles
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Conference on Optimization and Practices in Industry, 26-28 Nov. 2008, EDF R&D, Clamart, France, nov, 2008
2006
- Convergence of approximations of stochastic optimization problems subject to measurability constraints.
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International Conference on Mathematics of Optimization and Decision Making, April 18-21, 2006, Pointe-à-Pitre, Guadeloupe, may, 2006
2005
- Décomposition/coordination en optimisation : du cas déterministe au cas stochastique.
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Séminaire ETCA-ENSTA, nov 2005
2003
- Méthodes de décomposition en optimisation stochastique.
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Conférence EDF "Le printemps de la recherche", mai 2003
Rapports de recherche
2003
- Projet APOGEE : Optimisation des achats et ventes de gaz
Rapport GDF, oct 2003
2002
- Optimisation des mouvements de gaz sur les stockages
Rapport GDF, jan 2002
Autre publication
2004
- L'optimisation et la recherche opérationnelle à l'ENSTA
Revue de l'Amicale du Génie Maritime et des ingénieurs ENSTA, vol. 67, jun 2004