Jean-Sébastien Roy

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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!

PublicationDate of PublicationType
A stochastic gradient type algorithm for closed-loop problems
Mathematical Programming. Series A. Series B
2009-04-24Paper
Application of kernel-based stochastic gradient algorithms to option pricing
Monte Carlo Methods and Applications
2008-08-11Paper
Hilbert-Valued Perturbed Subgradient Algorithms
Mathematics of Operations Research
2008-05-27Paper
``Binarize and project to generate cuts for general mixed-integer programs2007-08-13Paper
On the use of stochastic approximation in recursive estimation
Comptes Rendus. Mathématique. Académie des Sciences, Paris
2007-02-26Paper


Research outcomes over time


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