Pierre Girardeau

According to our database, Pierre Girardeau authored at least 4 papers between 2008 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2015

On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs.

Pierre Girardeau, Vincent Leclère, Andrew B. Philpott

Math. Oper. Res., 2015

2012

Dynamic consistency for stochastic optimal control problems.

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel De Lara, Pierre Girardeau

Ann. Oper. Res., 2012

2010

Decomposition of large-scale stochastic optimal control problems.

Kengy Barty, Pierre Carpentier, Pierre Girardeau

RAIRO Oper. Res., 2010

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