Jean‐Philippe Chancelier

Author

Also Known As

Chancelier, Jean-Philippe, De Lara, Michel, Guy Cohen, J-P. Chancelier, J. P. Chancelier, J. PH. CHANCELIER, J. Ph. Chancelier, J.-P. Chancelier, J.-Ph. Chancelier, J.P. Chancelier

186

Publications

Citations

H-Index

Concepts

All Affiliations

CERMICS École nationale des ponts et chaussées École Nationale Supérieure de Techniques Avancées Électricité de France (France)Laboratoire d'Optique Appliquée

About

Jean‐Philippe Chancelier is an author at CERMICS specializing in engineering, mathematical programming, and systems engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	10	10	243
2	Business	2	2	55
3	Management	2	2	55
4	Civil Engineering	2	2	73
5	Behavioral Sciences	1	1	34

Jean‐Philippe Chancelier

Publications

448

Citations

H-Index

Page 1

	Year	Citations
Analysis of a Conservation PDE With Discontinuous Flux: A Model of Settler Jean‐Philippe Chancelier, Michel Cohen de Lara, Frank Pacard SIAM Journal on Applied Mathematics Human MigrationNumerical Method For Partial Differential EquationEngineeringDiscontinuous FluxEnvironmental Engineering	1994	58
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control Jean‐Philippe Chancelier, Bernt Øksendal, Agnès Sulem Duo Research Archive (University of Oslo) Stochastic Hybrid SystemImpulse ControlStochastic SystemMathematical Control TheoryProcess Control	2000	48
Dynamic consistency for stochastic optimal control problems Pierre Carpentier, Jean‐Philippe Chancelier, Guy Cohen, Annals of Operations Research Dynamic ConsistencySystems EngineeringStochastic ControlStochastic DynamicDynamic Optimization	2011	47
New insights in dynamic modeling of a secondary settler—I. Flux theory and steady-states analysis Jean‐Philippe Chancelier, Michel Cohen de Lara, Claude Joannis, Water Research GeographyNew InsightsDynamic ModelingFlux Theory	1997	35
Risk Aversion, Road Choice, and the One-Armed Bandit Problem Jean‐Philippe Chancelier, Michel De Lara, André de Palma Transportation Science Behavioral Decision MakingGame TheoryDecision ScienceOperations ResearchOptimal Strategies	2007	34
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality Vincent Leclère, Pierre Carpentier, Jean‐Philippe Chancelier, SIAM Journal on Optimization Mathematical ProgrammingAlternative Control PolicyEngineeringDynamic OptimizationStochastic Optimization	2020	31
Estimation of settling velocities Jean‐Philippe Chancelier, Ghassan Chebbo, Emmanuelle Lucas-Aiguier Water Research EngineeringFluid MechanicsNumerical SimulationHydrodynamic StabilityStability	1998	27
Dynamic programming complexity and application Marianne Akian, Jean‐Philippe Chancelier, Jean-Pierre Quadrat Mathematical ProgrammingEngineeringLinear OptimizationDynamic OptimizationProgram Analysis	2003	24
A policy iteration algorithm for fixed point problems with nonexpansive operators Jean‐Philippe Chancelier, Marouen Messaoud, Agnès Sulem Mathematical Methods of Operations Research Numerical AnalysisMathematical ProgrammingEngineeringContinuous OptimizationPde-constrained Optimization	2006	22
Risk-sensitive portfolio optimization with transaction costs Tomasz R. Bielecki, Jean‐Philippe Chancelier, Stanley R. Pliska, The Journal of Computational Finance Mathematical ProgrammingEconomicsPortfolio OptimizationFinancial EconomicsAsset Pricing	2004	21

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