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Pierre Carpentier · Study
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Author
Pierre Carpentier
4 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0001-9013-9978
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Most cited in this library
Dynamic consistency for stochastic optimal control problems
2011 · 47 citations
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality
2020 · 33 citations
Stochastic Multi-Stage Optimization
2015 · 31 citations
Issues and Problems in Decision Making Under Uncertainty
2015 · 0 citations
Works
4 shown
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality
SIAM Journal on Optimization
·
2020
·
5 authors
·
Open access
33
citations
Stochastic Multi-Stage Optimization
Probability theory and stochastic modelling
·
2015
·
4 authors
·
book
31
citations
Issues and Problems in Decision Making Under Uncertainty
Probability theory and stochastic modelling
·
2015
·
4 authors
·
chapter
0
citations
Dynamic consistency for stochastic optimal control problems
Annals of Operations Research
·
2011
·
5 authors
·
Open access
47
citations