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

Decomposition of large-scale stochastic optimal control problems. - Kengy Barty; Pierre Carpentier; Pierre Girardeau (RAIRO Oper. Res., 2010)

Dynamic consistency for stochastic optimal control problems. - Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara; Pierre Girardeau (Ann. Oper. Res., 2012)

On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs. - Pierre Girardeau; Vincent Leclère; Andrew B. Philpott (Math. Oper. Res., 2015)