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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
Operations Research Letters, 2023, 51 (3), pp.332-337. ⟨10.1016/j.orl.2023.04.001⟩
Journal articles hal-04194929v1

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

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
European Journal of Operational Research, 2018, ⟨10.1016/j.ejor.2018.05.025⟩
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
SIAM Journal on Optimization, 2020, 30 (2), pp.1223-1250. ⟨10.1137/19M1258876⟩
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