Vincent Leclère

MaRDI QIDQ320897zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Strategic behavior of risk-averse agents under stochastic market clearing Operations Research Letters	2025-12-04	Paper
Fairness by design in shared-energy allocation problems Computational Management Science	2025-11-04	Paper
Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems Computational Management Science	2024-09-30	Paper
Exact Quantization of Multistage Stochastic Linear Problems SIAM Journal on Optimization	2024-02-07	Paper
scientific article; zbMATH DE number 7733446 (Why is no real title available?)	2023-09-01	Paper
Dual SDDP for risk-averse multistage stochastic programs Operations Research Letters	2023-07-03	Paper
Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis Operations Research Letters	2022-10-17	Paper
Robust limit analysis theory for computing worst-case limit loads under uncertainties	2022-03-21	Paper
Generalized adaptive partition-based method for two-stage stochastic linear programs : convergence and generalization	2021-09-10	Paper
Exact converging bounds for stochastic dual dynamic programming via Fenchel duality SIAM Journal on Optimization	2020-05-20	Paper
Epiconvergence of relaxed stochastic optimization problems Operations Research Letters	2020-02-10	Paper
On risk averse competitive equilibrium Operations Research Letters	2019-06-11	Paper
Integer programming on the junction tree polytope for influence diagrams	2019-02-19	Paper
Stochastic decomposition applied to large-scale hydro valleys management European Journal of Operational Research	2018-07-25	Paper
On risk averse competitive equilibrium (available as arXiv preprint)	2017-06-26	Paper
Building up time-consistency for risk measures and dynamic optimization European Journal of Operational Research	2016-10-07	Paper
On the convergence of decomposition methods for multistage stochastic convex programs Mathematics of Operations Research	2015-04-01	Paper
Priority option: the value of being a leader International Journal of Theoretical and Applied Finance	2013-04-22	Paper
Fairness by design in shared-energy allocation problems (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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