Intrusion detection: Approach and performance issues of the SECURENET system. - Michel Denault; Dimitris Karagiannis; Dimitris Gritzalis; Paul G. Spirakis (Comput. Secur., 1994)

On a Primal-Dual Analytic Center Cutting Plane Method for Variational Inequalities. - Michel Denault; Jean-Louis Goffin (Comput. Optim. Appl., 1999)

Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach. - Michel Denault; Jean-Louis Goffin (Comput. Oper. Res., 2004)

The Analytic-Center Cutting-Plane Method for Variational Inequalities: A Quadratic-Cut Approach. - Michel Denault; Jean-Louis Goffin (INFORMS J. Comput., 2005)

A simulation-and-regression approach for stochastic dynamic programs with endogenous state variables. - Michel Denault; Jean-Guy Simonato; Lars Stentoft (Comput. Oper. Res., 2013)

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)