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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
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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
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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
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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
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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