Automatic Formulation of Stochastic Programs Via an Algebraic Modeling Language. - Julien Thénié; Christian van Delft; Jean-Philippe Vial (Comput. Manag. Sci., 2007)

Step decision rules for multistage stochastic programming: A heuristic approach. - Julien Thénié; Jean-Philippe Vial (Autom., 2008)