Vincent Leclère

Available identifiers

Publication	Date of Publication	Type
Exact Quantization of Multistage Stochastic Linear Problems	2024-02-07	Paper
https://portal.mardi4nfdi.de/entity/Q6137271	2023-09-01	Paper
Dual SDDP for risk-averse multistage stochastic programs	2023-07-03	Paper
Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis	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	2020-05-20	Paper
Epiconvergence of relaxed stochastic optimization problems	2020-02-10	Paper
On risk averse competitive equilibrium	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	2018-07-25	Paper
On risk averse competitive equilibrium	2017-06-26	Paper
Building up time-consistency for risk measures and dynamic optimization	2016-10-07	Paper
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs	2015-04-01	Paper
PRIORITY OPTION: THE VALUE OF BEING A LEADER	2013-04-22	Paper

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