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Epiconvergence of relaxed stochastic optimization problems

Leclère, Vincent - In: Operations research letters 47 (2019) 6, pp. 553-559

Persistent link: https://www.econbiz.de/10012131865

Statistical emulators for pricing and hedging longevity risk products

Risk, J.; Ludkovski, M. - In: Insurance / Mathematics & economics 68 (2016), pp. 45-60

Persistent link: https://www.econbiz.de/10011492443

Testing alternative regression frameworks for predictive modeling of health care costs

Duncan, I.; Loginov, M.; Ludkovski, M. - In: North American actuarial journal 20 (2016) 1, pp. 65-87

Persistent link: https://www.econbiz.de/10011721340

Dual SDDP for risk-averse multistage stochastic programs

Costa, Bernardo Freitas Paulo da; Leclère, Vincent - In: Operations research letters 51 (2023) 3, pp. 332-337

Persistent link: https://www.econbiz.de/10014374928

Building up time-consistency for risk measures and dynamic optimizatio

De Lara, Michel; Leclère, Vincent - In: European journal of operational research : EJOR 249 (2016) 1, pp. 177-187

Persistent link: https://www.econbiz.de/10011435779

On risk averse competitive equilibrium

Gérard, Henri; Leclère, Vincent; Philpott, Andy - In: Operations research letters 46 (2018) 1, pp. 19-26

Persistent link: https://www.econbiz.de/10011807852

Generalized adaptive partition-based method for two-stage stochastic linear programs : Geometric oracle and analysis

Forcier, Maël; Leclère, Vincent - In: Operations research letters 50 (2022) 5, pp. 452-457

Persistent link: https://www.econbiz.de/10013449410

Joint Production and Energy Supply Planning of an Industrial Microgrid

Fornier, Zoé; Leclère, Vincent; Grosso, Dorian - 2023

We consider the problem of jointly optimizing the daily production planning and energy supplymanagement of an industrial complex, with manufacturing processes, renewable energies and energystorage system. It is naturally formulated as a mixed-integer multistage stochastic problem. This problem...

Persistent link: https://www.econbiz.de/10014262345

An analysis of the Keen model for credit expansion, asset price bubbles and financial fragility

Grasselli, M. R.; Lima, B. Costa - In: Mathematics and financial economics 6 (2012) 3, pp. 191-210

Persistent link: https://www.econbiz.de/10009624631

Destabilizing a stable crisis : employment persistence and government intervention in macroeconomics

Lima, B. Costa; Grasselli, M. R.; Wang, X. Sean; Wu, J. - In: Structural change and economic dynamics : SC+ED 30 (2014), pp. 30-51

Persistent link: https://www.econbiz.de/10010498785