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Pierre Carpentier
Information about the author Pierre Carpentier will soon be added to the site.
Found
2 papers
in total
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Dynamic consistency for stochastic optimal control problems
2012
For a sequence of dynamic optimization problems, we aim at discussing a notion of...
Decomposition of large‐scale stochastic optimal control problems
2010
In this paper, we present an Uzawa‐based heuristic that is adapted to certain...
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