Cyrille Strugarek

Publication Activity (10 Years)

Years Active: 2006-2009
Publications (10 Years): 0

Publications

Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek
A stochastic gradient type algorithm for closed-loop problems. Math. Program. 119 (1) (2009)
René Henrion, Cyrille Strugarek
Convexity of chance constraints with independent random variables. Comput. Optim. Appl. 41 (2) (2008)
Kengy Barty, Pierre Girardeau, Cyrille Strugarek, Jean-Sébastien Roy
Application of kernel-based stochastic gradient algorithms to option pricing. Monte Carlo Methods Appl. 14 (2) (2008)
Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek
Hilbert-Valued Perturbed Subgradient Algorithms. Math. Oper. Res. 32 (3) (2007)
Holger Heitsch, Werner Römisch, Cyrille Strugarek
Stability of Multistage Stochastic Programs. SIAM J. Optim. 17 (2) (2006)