Michel Denault

According to our database, Michel Denault authored at least 6 papers between 1994 and 2017.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2017

Dynamic portfolio choices by simulation-and-regression: Revisiting the issue of value function vs portfolio weight recursions.

Michel Denault, Jean-Guy Simonato

Comput. Oper. Res., 2017

2013

A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables.

Michel Denault, Jean-Guy Simonato, Lars Stentoft

Comput. Oper. Res., 2013

2005

The Analytic-Center Cutting-Plane Method for Variational Inequalities: A Quadratic-Cut Approach.

Michel Denault, Jean-Louis Goffin

INFORMS J. Comput., 2005

2004

Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach.

Michel Denault, Jean-Louis Goffin

Comput. Oper. Res., 2004

1999

On a Primal-Dual Analytic Center Cutting Plane Method for Variational Inequalities.

Michel Denault, Jean-Louis Goffin

Comput. Optim. Appl., 1999

1994

Intrusion detection: Approach and performance issues of the SECURENET system.

Michel Denault, Dimitris Karagiannis, Dimitris Gritzalis, Paul G. Spirakis

Comput. Secur., 1994