Vincent Leclère

According to our database, Vincent Leclère authored at least 12 papers between 2015 and 2024.

Collaborative distances:

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

2024

Exact Quantization of Multistage Stochastic Linear Problems.

Maël Forcier, Stéphane Gaubert, Vincent Leclère

SIAM J. Optim., March, 2024

2023

Dual SDDP for risk-averse multistage stochastic programs.

Bernardo Freitas Paulo da Costa, Vincent Leclère

Oper. Res. Lett., May, 2023

2022

Generalized adaptive partition-based method for two-stage stochastic linear programs: Geometric oracle and analysis.

Maël Forcier, Vincent Leclère

Oper. Res. Lett., 2022

2020

Integer Programming on the Junction Tree Polytope for Influence Diagrams.

Axel Parmentier, Victor Cohen, Vincent Leclère, Guillaume Obozinski, Joseph Salmon

INFORMS J. Optim., July, 2020

Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality.

Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud

SIAM J. Optim., 2020

2019

Epiconvergence of relaxed stochastic optimization problems.

Vincent Leclère

Oper. Res. Lett., 2019

2018

On risk averse competitive equilibrium.

Henri Gérard, Vincent Leclère, Andy Philpott

Oper. Res. Lett., 2018

Stochastic decomposition applied to large-scale hydro valleys management.

Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud

Eur. J. Oper. Res., 2018

A Stochastic Multi-item Lot-sizing Problem with Bounded Number of Setups.

Etienne de Saint Germai, Vincent Leclère, Frédéric Meunier

Proceedings of the 7th International Conference on Operations Research and Enterprise Systems, 2018

2016

Building up time-consistency for risk measures and dynamic optimization.

Michel De Lara, Vincent Leclère

Eur. J. Oper. Res., 2016

Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression.

Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Vincent Leclère, Joseph Salmon

CoRR, 2016

2015

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

Pierre Girardeau, Vincent Leclère, Andrew B. Philpott

Math. Oper. Res., 2015