Stability of Multistage Stochastic Programs. - Holger Heitsch; Werner Römisch; Cyrille Strugarek (SIAM J. Optim., 2006)

Hilbert-Valued Perturbed Subgradient Algorithms. - Kengy Barty; Jean-Sébastien Roy; Cyrille Strugarek (Math. Oper. Res., 2007)

Convexity of chance constraints with independent random variables. - René Henrion; Cyrille Strugarek (Comput. Optim. Appl., 2008)

Application of kernel-based stochastic gradient algorithms to option pricing. - Kengy Barty; Pierre Girardeau; Cyrille Strugarek; Jean-Sébastien Roy (Monte Carlo Methods Appl., 2008)

A stochastic gradient type algorithm for closed-loop problems. - Kengy Barty; Jean-Sébastien Roy; Cyrille Strugarek (Math. Program., 2009)