Pierre Girardeau

Publication Activity (10 Years)

Years Active: 2008-2015
Publications (10 Years): 1

Top Topics

Decomposition Methods

Optimal Control Problems

Convex Programs

Top Venues

Ann. Oper. Res.

Math. Oper. Res.

Publications

Pierre Girardeau, Vincent Leclère, Andrew B. Philpott
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. Math. Oper. Res. 40 (1) (2015)
Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau
Dynamic consistency for stochastic optimal control problems. Ann. Oper. Res. 200 (1) (2012)
Kengy Barty, Pierre Carpentier, Pierre Girardeau
Decomposition of large-scale stochastic optimal control problems. RAIRO Oper. Res. 44 (3) (2010)
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)