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Let's imagine following scenario:

Human society, mostly possessing technology on level of continental Europe, around year 1000 AD ("High Medieval Period").

There are rare, but not unknown, artifacts of much higher sophistication, including firearms, watches and even mechanical calculators. People can repair them, even make new ones, but only with great expense and effort, since each part has to be handmade individually, and by a skilled specialist.

The society has also access to, considerable, population of Asian Elephants. They also have considerable knowledge of animal husbandry, and understand Mendelian genetics.

Would it be possible, within say three to four centuries, to breed these elephants into more obedient creatures? And to acquire tolerance of lower temperatures, comparable to European temperate climate?

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    $\begingroup$ Hint: If you're using "hard science" tag, then you expect that someone would find you an article from some "Journal of Elephant Breeding" and actually described a similar experiment. May be unfeasible in your case. $\endgroup$ – Shadow1024 Nov 24 '18 at 9:22
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    $\begingroup$ Pick one between hard science and science based. They are mutually exclusive $\endgroup$ – L.Dutch Nov 24 '18 at 9:26
  • $\begingroup$ Why don't you lpok up historical ways it was done? $\endgroup$ – Mołot Nov 24 '18 at 9:40
  • $\begingroup$ Exporting elephants to Europe? Well Hannibal did it, but maintaining them in winter is going to be tough, considering how much they eat. High Medieval (1000 CE) and firearms, watches and calculators don't mix. Early Renaissance or better, early- or pre-Industrial might be more suitable (and doable in terms of logistics). $\endgroup$ – nzaman Nov 24 '18 at 9:51
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Would it be possible, within say three to four centuries, to breed these elephants into more obedient creatures?

Yes but choose females for the actual work. When ready to mate, males are too driven by their hormones to be trusted. They should be kept for breeding only. Possibly castrated males would be usable and in general, castration causes some level of gigantism. This would present an even more fearsome aspect to the enemy. You would castrate bulls that showed evidence of dominance at a young age. Castration would both calm them down and simultaneously remove them from the breeding pool.

Why do castrated animals grow much larger? https://www.quora.com/Why-do-castrated-animals-grow-much-larger

By selective breeding you can achieve tameness of a fairly vicious predator in less than 50 years. It doesn't take centuries for a relatively fast breeder.

In the 1950s a Soviet geneticist began an experiment in guided evolution. He wanted to show how domestication works http://www.bbc.co.uk/earth/story/20160912-a-soviet-scientist-created-the-only-tame-foxes-in-the-world

As pointed out by AlexP, Elephants don't breed so quickly but the OP specifies that we have centuries to work with. It's practicable to make substantial progress in that time.

However you may not need to with elephants. They have a gentle compliant nature apart from males when in must. This can be seen when baby elephants are rescued after their mother or herd have been driven off or killed (often by poachers).

These young elephants easily form a bond with humans and other animals

Orphaned Baby Elephant Forges Unlikely Friendship That Will Melt Your Heart http://www.directexpose.com/orphaned-baby-elephant-bond/

WARNING - If you google "training young elephants" then you will discover that this is done regularly and may involve unpleasant methods including separating the calf from its mother and worse.

acquire tolerance of lower temperatures, comparable to European temperate climate?

This would take longer. However elephants do have body hair and breeding for this to be longer could conceivably be done in centuries. In any case elephants are hardy creatures. Hannibal took them over the Alps.

Breeding would happen by selecting for baby elephants that kept their hair for longer into adulthood.

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    $\begingroup$ Foxes become fertile at one or two years of age and reproduce yearly. Elephants become fertile at 12 to 15 years and reproduce every 4 ot 5 years. Dmitry Belyayev's experiment needed some 25 generations to reach a point where the majority of newly born foxes were "elite", i.e., domesticated; with foxes, 25 generations took 50 years, whereas with elephants it would take 4 or 5 centuries. $\endgroup$ – AlexP Nov 24 '18 at 10:34
  • $\begingroup$ AlexP - Good point. +1 - I'll amend my answer. Luckily the OP has given us centuries to work with. Also elephants aren't vicious predators to start with. Of course they do protect their herd and their young. However once domestication has started they will become accustomed to human interaction from birth and, if treated properly, won't see us as a threat. $\endgroup$ – chasly from UK Nov 24 '18 at 10:43
  • $\begingroup$ I note that in South Asia male elephants are used a lot in logging, where they can carry logs on their tusks (female Asian elephants don't have tusks, while female African Elephants do have tusks). $\endgroup$ – M. A. Golding Nov 25 '18 at 0:18
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It should be fine, you'd breed for stockier animals with smaller ears and just like horses you'd chuck a blanket on them when they're not exercising.

Elephants already live in habitats that get below freezing sometimes. so it's not a huge leap, obviously the more they can tolerate the better so smaller ears and perhaps stubbier trunks, but both could be covered when need arises. So no real need for special breeding.

Hannibal moved elephants across the Alps in conditions that left a lot of his men frozen to death.

These are large expensive animals, the cost of some woolly earmuffs, a long trunk sock and a blanket will be trivial.

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