Vincent Gérard Yannick Guigues

ORCID:

não disponível no Lattes


Formação:

  • Instituto Nacional de Matemática Pura e Aplicada

    | Pós-Doutorado | 2006 - 2009

  • Laboratoire de Modélisation et Calcul

    | Pós-Doutorado | 2005 - 2006

  • Université Joseph Fourier

    matemática aplicada | Doutorado | 2001 - 2005

  • École nationale supérieure d?informatique et de mathématiques appliquées

    otimização e estatística | Mestrado | 2000 - 2001

  • Université Joseph Fourier

    otimização e estatística | Mestrado | 2000 - 2001

  • École nationale supérieure d?informatique et de mathématiques appliquées

    Informática e Matemática Aplicada | Graduação | 1998 - 2000
Laboratórios:
Nenhum laboratório cadastrado
Nuvens de Palavras:
Artigos:

(93.94% artigos com DOI)

Titulo DOI Ano
Duality and sensitivity analysis of multistage linear stochastic programs 10.1016/j.ejor.2022.11.051 2023
A single cut proximal bundle method for stochastic convex composite optimization 10.1007/s10107-023-02035-2 2023
On the strong concavity of the dual function of an optimization problem 2022
Algorithms and a Library for the Exact Computation of the Cumulative Distribution Function of the Euclidean Distance Between a Point and a Random Variable Uniformly Distributed in Disks, Balls, or Polygones and Application to Probabilistic Seismic Hazard Analysis 10.1142/S0218195922500091 2022
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection 10.1080/10556788.2020.1800007 2021
Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments 10.1007/s10287-021-00387-8 2021
Inexact stochastic mirror descent for two-stage nonlinear stochastic programs 10.1007/s10107-020-01490-5 2021
Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs 10.1007/s10957-021-01842-x 2021
Constant Depth Decision Rules for multistage optimization under uncertainty 10.1016/j.ejor.2021.02.042 2021
Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems 10.1137/20M1330075 2021
Hypothesis testing via Euclidean separation 10.1214/19-AIHP1022 2020
Inexact Cuts in Stochastic Dual Dynamic Programming 10.1137/18M1211799 2020
Regularized stochastic dual dynamic programming for convex nonlinear optimization problems 10.1007/s11081-020-09511-0 2020
Change detection via affine and quadratic detectors 10.1214/17-EJS1373 2018
A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs 10.1137/16M1104639 2018
Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures 2017
Dual Dynamic Programing with cut selection: Convergence proof and numerical experiments 10.1016/j.ejor.2016.10.047 2017
Non-asymptotic confidence bounds for the optimal value of a stochastic program 10.1080/10556788.2017.1350177 2017
Joint dynamic probabilistic constraints with projected linear decision rules 10.1080/10556788.2016.1233972 2016
Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs 10.1137/140983136 2016
Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options 10.1007/s10957-013-0309-5 2014
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning 10.1007/s10589-013-9584-1 2014
Risk-averse feasible policies for large-scale multistage stochastic linear programs 10.1007/s10107-012-0592-1 2013
The value of rolling-horizon policies for risk-averse hydro-thermal planning 10.1016/j.ejor.2011.08.017 2012
Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures 10.1137/100811696 2012
SDDP for multistage stochastic linear programs based on spectral risk measures 10.1016/j.orl.2012.04.006 2012
Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs 10.1016/j.orl.2012.09.001 2012
Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process 10.1080/10485252.2012.709246 2012
A stabilized model and an efficient solution method for the yearly optimal power management 10.1080/10556780903270936 2011
Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection 10.1007/s10589-009-9260-7 2011
Robust mid-term power generation management 10.1080/02331930902741788 2009
Robust production management 10.1007/s11081-009-9086-2 2009
Mean and covariance matrix adaptive estimation for a weakly stationary process. Application in stochastic optimization 10.1524/stnd.2008.0916 2008
Eventos:

(0.00% eventos com DOI)

Titulo DOI Ano
SDDP for multistage stochastic programs based on extended polyhedral risk measures 2012
Adaptive Monte-Carlo methods for risk-averse static stochastic programs 2012
The value of rolling horizon policies for risk-averse hydro thermal planning 2011
SDDP for stochastic programs based on extended polyhedral risk measures 2010
SDDP for stochastic programs based on extended polyhedral risk measures 2010
A Robust Approach to Handle Risk Contraints in Long and Mid-term Energy Planning of Hydro-thermal Systems 2008
Large-scale resource allocation problem: when dimension does not spell disaster 2005
Robust electricity generation management 2005
Calibration of the covariance matrix in finance for stable and robust portfolio selection 2003
Application of Robust Counterpart Technique to Production Management 2003
Application of Robust Counterpart Technique to Production Management 2003
Application of Robust Counterpart Technique to Production Management 2003
Publicações:
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