Preprints (chronological order)

Michel DE LARA


Tristan Rigaut, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara.  Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems, HAL, 08/2023.

Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier, Cyrille Vessaire, Alejandro Rodríguez-Martínez.  Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process, HAL, 12/2022.

Adrien Le Franc, Jean-Philippe Chancelier, Pierre Carpentier, Michel De Lara.  Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization, HAL, 12/2022.

Michel De Lara.  Duality Between Lagrangians and Rockafellians, HAL, 11/2022.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara.  Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation, HAL, 08/2022.

Julien Ancel, Théo Mandonnet, Michel De Lara.  French Optimal and Robust Trade Policies Under Carbon Footprint Reduction Constraint and Uncertainties, HAL, 07/2022.

François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara.  Optimization of a domestic microgrid equipped with solar panel and battery: Model Predictive Control and Stochastic Dual Dynamic Programming approaches, HAL, 05/2022.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, Thomas Martin, Tristan Rigaut.  Time Block Decomposition of Multistage Stochastic Optimization Problems, HAL, 05/2022, 31 pages.

Cyrille Vessaire, Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier, Alejandro Rodríguez-Martínez, Anna Robert  Multistage Optimization of a Petroleum Production System with Material Balance Model, HAL, 01/2022.

Adrien Le Franc, Jean-Philippe Chancelier, Michel De Lara,  The Capra-subdifferential of the l0 pseudonorm, HAL, 12/2021.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier,  Causal Inference Theory with Information Dependency Models, HAL, 08/2021, 33 pages.

Michel De Lara, Jean-Philippe Chancelier, Benjamin Heymann,  Topological Conditional Separation, HAL, 08/2021, 19 pages.

Jean-Philippe Chancelier, Michel De Lara, Benjamin Heymann,  Conditional Separation as a Binary Relation, HAL, 08/2021, 27 pages.

Jean-Philippe Chancelier, Michel De Lara, Benoît Tran,  Minimization Interchange Theorem on Posets, HAL, 07/2021, 31 pages.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud,  Distributed Multistage Optimization of Large-Scale Microgrids under Stochasticity, HAL, 06/2021, 15 pages.

Michel De Lara, Benjamin Heymann, Jean-Philippe Chancelier,  Decomposition-Coordination Method for Finite Horizon Bandit Problems, HAL, 06/2021, 14 pages.

Thomas Bittar, Jean-Philippe Chancelier, Michel De Lara,  Best Convex Lower Approximations of the l0 Pseudonorm on Unit Balls, HAL, 05/2021, 10 pages.

Paul Barbier, Jean-Philippe Chancelier, Michel De Lara, Valentin Paravy,  Rank-Based Norms, Capra-Conjugacies and the Rank Function, HAL, 05/2021, 10 pages.

Vincent Martinet, Pedro Gajardo, Michel De Lara,  Bargaining On Monotonic Economic Environments, HAL, 04/2021, 31 pages.

Jean-Philippe Chancelier, Michel De Lara,  Conditional Infimum and Hidden Convexity in Optimization, HAL, 04/2021, 20 pages.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier,  Kuhn's Equivalence Theorem for Games in Product Form, HAL, 04/2021, 41 pages.

Michel De Lara, Jean-Baptiste Hiriart-Urruty,  A Fresh Geometrical Look at the General S-Procedure, HAL, 02/2021, 9 pages.

Jean-Philippe Chancelier, Michel De Lara,  Orthant-Strictly Monotonic Norms, Generalized Top-k and k-Support Norms and the L0 Pseudonorm, HAL, 01/2021, 28 pages.

Jean-Philippe Chancelier, Michel De Lara,  Capra-Convexity, Convex Factorization and Variational Formulations for the l0 Pseudonorm, HAL, 01/2021, 24 pages.

Michel De Lara,  Optimal Joint Allocation of Efforts in Inclusive Fitness by Related Individuals, HAL, 11/2020, 7 pages.

Michel De Lara,  Rationally Biased Learning, HAL, 10/2020, 41 pages.

Jean-Philippe Chancelier, Michel De Lara,  Constant Along Primal Rays Conjugacies and Generalized Convexity for Functions of the Support, HAL, 10/2020, 38 pages.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier,  Generalized Do-Calculus Without Graphs, HAL, 07/2020, 11 pages.

Benjamin Heymann, Michel De Lara, Jean-Philippe Chancelier,  Kuhn's Equivalence Theorem for Games in Intrinsic Form, HAL, 06/2020, 25 pages.

Michel De Lara, Pedro Gajardo, Diego Vicencio,  Comparison of Viability Kernels via Conic Orders, HAL, 04/2020, 16 pages.

Jean-Philippe Chancelier, Michel De Lara,  Constant Along Primal Rays Conjugacies and the l0 Pseudonorm, HAL, 01/2020, 34 pages.

Adrien Le Franc, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara,  EMSx: an Energy Management System numerical benchmark, HAL, 12/2019, 21 pages.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud,  Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Decomposition Methods, HAL, 12/2019, 20 pages.

Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara, François Pacaud,  Upper and Lower Bounds for Large Scale Multistage Stochastic Optimization Problems: Application to Microgrid Management, HAL, 12/2019, 20 pages.

Michel De Lara, Olivier Gossner  Payoffs-Beliefs Duality and the Value of Information, HAL, 11/2019, 24 pages.

Michel De Lara, Lilian Sofia Salcedo Sepulveda.  Viable Control of an Epidemiological Model, HAL, 07/2019, 59 pages.

Jean-Philippe Chancelier, Michel De Lara.  Hidden Convexity in the l0 Pseudonorm, HAL, 06/2019, 39 pages.

Jean-Philippe Chancelier, Michel De Lara.  Lower Bound Convex Programs for Exact Sparse Optimization, HAL, 02/2019, 32 pages.

Jean-Philippe Chancelier, Michel De Lara.  A Suitable Conjugacy for the l0 Pseudonorm, HAL, 02/2019, 20 pages.

Vincent Martinet, Pedro Gajardo, Michel De Lara  Bargaining with Intertemporal Maximin Payoffs Cesifo Working Papers, January 2019

Jean-Philippe Chancelier, Michel De Lara.  Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to Stochastic Bellman Equation, HAL, 04/2018, 09/2018, 27 pages.

Michel De Lara,  A Mathematical Framework for Resilience: Dynamics, Uncertainties, Strategies and Recovery Regimes, HAL, 02/2018, 21 pages.

François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara.  Stochastic optimal control of a domestic microgrid equipped with solar panel and battery, HAL, 01/2018.

Tristan Rigaut, Pierre Carpentier, Jean Philippe Chancelier, Michel De Lara, Julien Waeytens  Energy and Air Quality Management in a Subway Station using Stochastic Dynamic Optimization, arXiv:1801.03017v2 [math.OC], 01/2018

Michel De Lara, Olivier Gossner  An instrumental approach to the value of information, 12/2017.

Henri Gérard, Michel De Lara, Jean-Philippe Chancelier.  Equivalence Between Time Consistency and Nested Formula, HAL, 11/2017, 05/2019

Michel De Lara,  A Mathematical Framework for Resilience: Dynamics, Strategies, Shocks and Acceptable Paths, HAL, 09/2017, 15 pages.

Lilian Sofia Salcedo Sepulveda, Michel De Lara,  Robust Viability Analysis of a Controlled Epidemiological Model, HAL, 08/2017, 24 pages.

Michel De Lara, Nelson Morales, Nathanaël Beeker,  Adaptive Strategies for The Open-Pit Mine Optimal Scheduling Problem, HAL, 06/2017, 22 pages.

Jérôme Boutang, Michel De Lara,  Risk Marketing, HAL, 09/2016, 32 pages.

Michel De Lara, Vincent Leclère,  Building up time-consistency for risk measures and dynamic optimization, HAL, 10/2015, 29 pages.

Jean-Christophe Alais, Pierre Carpentier, Michel De Lara.  Multi-usage hydropower single dam management: chance-constrained optimization and stochastic viability, HAL, 11/2015, 23 pages.

Michel De Lara, Vincent Martinet, Luc Doyen.  Satisficing Versus Optimality: Criteria for Sustainability, HAL, 03/2015, 17 pages.

Michel De Lara, Vincent Leclère,  Time-Consistency: from Optimization to Risk Measures, HAL, 04/2014, 68 pages.

Esther Regnier, Michel De Lara,  Robust viable management of a harvested ecosystem model, HAL, 01/2013, 16 pages.

Esther Regnier, Michel De Lara,  Robust Management of a Harvested Ecosystem Model, Conference Papers and Presentations (IIFET 2012)

Michel De Lara, Eladio Ocana Anaya, Ricardo Oliveros–Ramos, Jorge Tam,  Ecosystem Viable Yields, HAL,  arXiv 01/04/2011, 18 pages.

Vincent Martinet, Pedro Gajardo, Michel De Lara and Héctor Ramírez Cabrera  Bargaining with intertemporal maximin payoffs, No 2011-7, EconomiX Working Papers from University of Paris West - Nanterre la Défense, EconomiX, 2011

Michel De Lara et Dominique Bureau,  La gestion des ressources marines : regards croisés, de la Californie à la Terre de Feu, Références économiques pour le développement durable, Conseil économique pour le développement durable (CEDD), 2010

Michel De Lara, Marie-Estelle Marjollet,  Viable control of an epidemiological SIR model, HAL, 09/2010, 14 pages.

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau,  Dynamic consistency for Stochastic Optimal Control problems, HAL,  arXiv, 17/05/2010, 13 pages.

De Lara, M.; Martinet, V.; Doyen, L.,  Risque et durabilité : La viabilité est-elle si loin de l'optimalité ?, Cahiers de recherche 2010/02, Thiverval-Grignon : INRA SAE2, 2010. 21 p., RePEc et IDEAS

Luc Doyen, Michel De Lara,  Stochastic viability and dynamic programming, HAL,  arXiv, 01/02/2010, 14 pages.

Michel De Lara,  Environmental Noise Variability in Population Dynamics Matrix Models, HAL,  arXiv, 18/08/2009, 9 pages.

Michel De Lara,  Preferences Yielding the “Precautionary Effect”, HAL,  arXiv, 23/07/2009, 13 pages.

Laetitia Andrieu, Michel De Lara, Babacar Seck,  Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions,  HAL-ENPC,  arXiv, 26/12/2008, 21 pages.

Eladio Ocana Anaya, Michel De Lara, Ricardo Oliveros–Ramos, Jorge Tam,  Viability Kernel for Ecosystem Management Models, HAL,  arXiv, 02/06/2009, 19 pages.

Michel De Lara, Pedro Gajardo, Hector Ramirez Cabrera,  Viable harvest of monotone bioeconomic models, HAL,  arXiv, 25/06/2009, 16 pages.