Gauthier de Maere d'Aertrycke

Publication Activity (10 Years)

Years Active: 2011-2017
Publications (10 Years): 1

Top Topics

Integer Program

Multistage Stochastic

Top Venues

Math. Methods Oper. Res.

Publications

Ibrahim Abada, Gauthier de Maere d'Aertrycke, Yves Smeers
On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach. Math. Program. 165 (1) (2017)
Gauthier de Maere d'Aertrycke, Yves Smeers
Liquidity risks on power exchanges: a generalized Nash equilibrium model. Math. Program. 140 (2) (2013)
Gauthier de Maere d'Aertrycke, Alexander Shapiro, Yves Smeers
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems. Math. Methods Oper. Res. 77 (3) (2013)
Eric Druenne, Andreas Ehrenmann, Gauthier de Maere d'Aertrycke, Yves Smeers
Good-Deal Investment Valuation in Stochastic Generation Capacity Expansion Problems. HICSS (2011)