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Trajectory Following Dynamic Programming algorithms without finite support assumptions
Maël Forcier
,
Vincent Leclère
Journal of Convex Analysis, 2023, 30 (3), pp.951-999
Journal articles
hal-03683697v2
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Dual SDDP for risk-averse multistage stochastic programs
Bernardo Freitas Paulo da Costa
,
Vincent Leclère
Journal articles
hal-04194929v1
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Dual SDDP for risk-averse multistage stochastic programs
Bernardo da Costa
,
Vincent Leclère
23ème congrès annuel de la Société Française de Recherche Opérationnelle et d'Aide à la Décision, INSA Lyon, Feb 2022, Villeurbanne - Lyon, France
Conference papers
hal-03597200v1
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Generalized adaptive partition-based method for two-stage stochastic linear problems
Maël Forcier
,
Vincent Leclère
23ème congrès annuel de la Société Française de Recherche Opérationnelle et d'Aide à la Décision, INSA Lyon, Feb 2022, Villeurbanne - Lyon, France
Conference papers
hal-03597210v1
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Stochastic decomposition applied to large-scale hydro valleys management
Pierre Carpentier
,
Jean-Philippe Chancelier
,
Vincent Leclère
,
François Pacaud
Journal articles
hal-01526775v2
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Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality
Vincent Leclère
,
Pierre Carpentier
,
Jean-Philippe Chancelier
,
Arnaud Lenoir
,
François Pacaud
Journal articles
hal-01744035v2
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Joint production and energy supply planning of an industrial microgrid
Zoe Fornier
,
Dorian Grosso
,
Vincent Leclere
2023
Preprints, Working Papers, ...
hal-03927692v1
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