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vincent leclere
vincent leclere
Zweryfikowany adres z enpc.fr
Tytuł
Cytowane przez
Cytowane przez
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On the convergence of decomposition methods for multistage stochastic convex programs
P Girardeau, V Leclere, AB Philpott
Mathematics of Operations Research 40 (1), 130-145, 2015
1412015
On risk averse competitive equilibrium
H Gérard, V Leclère, A Philpott
Operations Research Letters 46 (1), 19-26, 2018
452018
Exact converging bounds for stochastic dual dynamic programming via fenchel duality
V Leclere, P Carpentier, JP Chancelier, A Lenoir, F Pacaud
SIAM Journal on Optimization 30 (2), 1223-1250, 2020
442020
Efficient smoothed concomitant lasso estimation for high dimensional regression
E Ndiaye, O Fercoq, A Gramfort, V Leclère, J Salmon
Journal of Physics: Conference Series 904 (1), 012006, 2017
312017
Stochastic decomposition applied to large-scale hydro valleys management
P Carpentier, JP Chancelier, V Leclère, F Pacaud
European Journal of Operational Research 270 (3), 1086-1098, 2018
252018
Optimization Methods for the Smart Grid. Report commissioned by the Conseil Francais de l'Energie, French Committee of the World Energy Council
M De Lara, P Carpentier, JP Chancelier, V Leclere
22*2014
Building up time-consistency for risk measures and dynamic optimization
M De Lara, V Leclère
European Journal of Operational Research 249 (1), 177-187, 2016
192016
Contributions to decomposition methods in stochastic optimization
V Leclere
Université Paris-Est, 2014
192014
Priority option: the value of being a leader
MR Grasselli, V Leclere, M Ludkovski
International Journal of Theoretical and Applied Finance 16 (01), 1350004, 2013
102013
Dual SDDP for risk-averse multistage stochastic programs
BFP da Costa, V Leclere
Operations Research Letters 51 (3), 332-337, 2023
92023
Generalized adaptive partition-based method for two-stage stochastic linear programs: geometric oracle and analysis
M Forcier, V Leclere
Operations Research Letters 50 (5), 452-457, 2022
9*2022
Exact quantization of multistage stochastic linear problems
M Forcier, S Gaubert, V Leclere
SIAM Journal on Optimization 34 (1), 533-562, 2024
82024
Mathematical programming for influence diagrams
A Parmentier, V Cohen, V Leclère, G Obozinski, J Salmon
8*2019
Trajectory Following Dynamic Programming algorithms without finite support assumptions
M Forcier, V Leclère
Journal of Convex Analysis 30 (3), 951-999, 2023
4*2023
Epiconvergence of relaxed stochastic optimization problems
V Leclere
Operations Research Letters 47 (6), 553-559, 2019
32019
Stochdynamicprogramming. jl a julia library for multistage stochastic optimization
V Leclère, H Gérard, F Pacaud, T Rigaut
22017
Robust Optimization Applied to Uncertain Limit Analysis
J Bleyer, V Leclère
Direct Methods for Limit State of Materials and Structures: Advanced …, 2023
1*2023
Probabilistic Approach to One-Class Support Vector Machine
V Leclère, E Grave, L El Ghaoui
12016
Joint production and energy supply planning of an industrial microgrid
Z Fornier, D Grosso, V Leclere
Energy Systems, 1-33, 2024
2024
Duality of upper bounds in stochastic dynamic programming
BFP da Costa, V Leclere
2023
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