Vincent Leclère

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 11

Top Topics

Integer Program

Decomposition Method

Stochastic Optimization

Top Venues

Oper. Res. Lett.

Eur. J. Oper. Res.

Publications

Maël Forcier, Stéphane Gaubert, Vincent Leclère
Exact Quantization of Multistage Stochastic Linear Problems. SIAM J. Optim. 34 (1) (2024)
Bernardo Freitas Paulo da Costa, Vincent Leclère
Dual SDDP for risk-averse multistage stochastic programs. Oper. Res. Lett. 51 (3) (2023)
Maël Forcier, Vincent Leclère
Generalized adaptive partition-based method for two-stage stochastic linear programs: Geometric oracle and analysis. Oper. Res. Lett. 50 (5) (2022)
Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality. SIAM J. Optim. 30 (2) (2020)
Axel Parmentier, Victor Cohen, Vincent Leclère, Guillaume Obozinski, Joseph Salmon
Integer Programming on the Junction Tree Polytope for Influence Diagrams. INFORMS J. Optim. 2 (3) (2020)
Vincent Leclère
Epiconvergence of relaxed stochastic optimization problems. Oper. Res. Lett. 47 (6) (2019)
Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud
Stochastic decomposition applied to large-scale hydro valleys management. Eur. J. Oper. Res. 270 (3) (2018)
Etienne de Saint Germai, Vincent Leclère, Frédéric Meunier
A Stochastic Multi-item Lot-sizing Problem with Bounded Number of Setups. ICORES (2018)
Henri Gérard, Vincent Leclère, Andy Philpott
On risk averse competitive equilibrium. Oper. Res. Lett. 46 (1) (2018)
Michel De Lara, Vincent Leclère
Building up time-consistency for risk measures and dynamic optimization. Eur. J. Oper. Res. 249 (1) (2016)
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Vincent Leclère, Joseph Salmon
Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression. CoRR (2016)
Pierre Girardeau, Vincent Leclère, Andrew B. Philpott
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. Math. Oper. Res. 40 (1) (2015)