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ORCIDVincent Leclère
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- affiliation: École des Ponts, Champs-sur-Marne, France
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2020 – today
- 2024
[j11]Lucas Merabet, Bernardo Freitas Paulo da Costa, Vincent Leclère:
Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems. Comput. Manag. Sci. 21(2): 43 (2024)- [j10]Maël Forcier
, Stéphane Gaubert, Vincent Leclère:
Exact Quantization of Multistage Stochastic Linear Problems. SIAM J. Optim. 34(1): 533-562 (2024) - 2023
- [j9]Bernardo Freitas Paulo da Costa, Vincent Leclère:
Dual SDDP for risk-averse multistage stochastic programs. Oper. Res. Lett. 51(3): 332-337 (2023) - 2022
- [j8]Maël Forcier, Vincent Leclère:
Generalized adaptive partition-based method for two-stage stochastic linear programs: Geometric oracle and analysis. Oper. Res. Lett. 50(5): 452-457 (2022) - 2020
- [j7]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): 209-228 (2020) - [j6]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): 1223-1250 (2020)
2010 – 2019
- 2019
- [j5]Vincent Leclère:
Epiconvergence of relaxed stochastic optimization problems. Oper. Res. Lett. 47(6): 553-559 (2019) - 2018
- [j4]Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud:
Stochastic decomposition applied to large-scale hydro valleys management. Eur. J. Oper. Res. 270(3): 1086-1098 (2018) - [j3]Henri Gérard, Vincent Leclère, Andy Philpott:
On risk averse competitive equilibrium. Oper. Res. Lett. 46(1): 19-26 (2018) - [c1]Etienne de Saint Germai, Vincent Leclère, Frédéric Meunier:
A Stochastic Multi-item Lot-sizing Problem with Bounded Number of Setups. ICORES 2018: 106-114 - 2016
- [j2]Michel De Lara, Vincent Leclère:
Building up time-consistency for risk measures and dynamic optimization. Eur. J. Oper. Res. 249(1): 177-187 (2016) - [i1]Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Vincent Leclère, Joseph Salmon:
Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression. CoRR abs/1606.02702 (2016) - 2015
- [j1]Pierre Girardeau, Vincent Leclère, Andrew B. Philpott:
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. Math. Oper. Res. 40(1): 130-145 (2015)
Coauthor Index
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