| Publication | Date of Publication | Type |
|---|
| A single cut proximal bundle method for stochastic convex composite optimization | 2024-11-07 | Paper |
| Risk-averse stochastic optimal control: an efficiently computable statistical upper bound | 2023-09-12 | Paper |
| Algorithms and a Library for the Exact Computation of the Cumulative Distribution Function of the Euclidean Distance Between a Point and a Random Variable Uniformly Distributed in Disks, Balls, or Polygones and Application to Probabilistic Seismic Hazard Analysis | 2023-07-21 | Paper |
| Duality and sensitivity analysis of multistage linear stochastic programs | 2023-07-10 | Paper |
| A single cut proximal bundle method for stochastic convex composite optimization | 2022-07-18 | Paper |
| Operation of an ambulance fleet under uncertainty | 2022-03-30 | Paper |
| On the strong concavity of the dual function of an optimization problem | 2022-03-28 | Paper |
| Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments | 2021-11-24 | Paper |
| Constant depth decision rules for multistage optimization under uncertainty | 2021-11-05 | Paper |
| Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems | 2021-09-24 | Paper |
| Stochastic dynamic cutting plane for multistage stochastic convex programs | 2021-06-15 | Paper |
| Inexact stochastic mirror descent for two-stage nonlinear stochastic programs | 2021-04-23 | Paper |
| Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection | 2021-04-15 | Paper |
| Hypothesis testing via Euclidean separation | 2021-02-15 | Paper |
| Regularized stochastic dual dynamic programming for convex nonlinear optimization problems | 2021-01-18 | Paper |
| Inexact Cuts in Stochastic Dual Dynamic Programming | 2020-02-12 | Paper |
| A library to compute the density of the distance between a point and a random variable uniformly distributed in some sets | 2019-06-02 | Paper |
| Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments | 2019-02-14 | Paper |
| A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs | 2018-05-18 | Paper |
| Dual dynamic programming with cut selection: convergence proof and numerical experiments | 2018-02-16 | Paper |
| Change detection via affine and quadratic detectors | 2018-01-12 | Paper |
| Inexact cuts in Deterministic and Stochastic Dual Dynamic Programming applied to linear optimization problems | 2018-01-12 | Paper |
| Joint dynamic probabilistic constraints with projected linear decision rules | 2017-11-24 | Paper |
| Non-asymptotic confidence bounds for the optimal value of a stochastic program | 2017-11-24 | Paper |
| DASC: a Decomposition Algorithm for multistage stochastic programs with Strongly Convex cost functions | 2017-11-09 | Paper |
| Inexact cuts for Deterministic and Stochastic Dual Dynamic Programming applied to convex nonlinear optimization problems | 2017-07-04 | Paper |
| Multicut decomposition methods with cut selection for multistage stochastic programs | 2017-05-24 | Paper |
| Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures | 2017-05-15 | Paper |
| Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs | 2016-11-23 | Paper |
| SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning | 2014-02-25 | Paper |
| Robust production management | 2013-10-24 | Paper |
| Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process | 2012-12-20 | Paper |
| SDDP for multistage stochastic linear programs based on spectral risk measures | 2012-11-08 | Paper |
| Sampling-based decomposition methods for multistage stochastic programs based on extended polyhedral risk measures | 2012-09-12 | Paper |
| The value of rolling-horizon policies for risk-averse hydro-thermal planning | 2012-08-16 | Paper |
| A stabilized model and an efficient solution method for the yearly optimal power management | 2011-10-12 | Paper |
| Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection | 2011-05-25 | Paper |
| Robust mid-term power generation management | 2009-05-12 | Paper |
| Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization | 2009-01-09 | Paper |
| A Value-At-Risk approach for robust management of electricity power generation | 2004-07-07 | Paper |
