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

Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression. - Eugène Ndiaye; Olivier Fercoq; Alexandre Gramfort; Vincent Leclère; Joseph Salmon (CoRR, 2016)

Building up time-consistency for risk measures and dynamic optimization. - Michel De Lara; Vincent Leclère (Eur. J. Oper. Res., 2016)

A Stochastic Multi-item Lot-sizing Problem with Bounded Number of Setups. - Etienne de Saint Germai; Vincent Leclère; Frédéric Meunier (ICORES, 2018)

Stochastic decomposition applied to large-scale hydro valleys management. - Pierre Carpentier; Jean-Philippe Chancelier; Vincent Leclère; François Pacaud (Eur. J. Oper. Res., 2018)

On risk averse competitive equilibrium. - Henri Gérard; Vincent Leclère; Andy Philpott (Oper. Res. Lett., 2018)

Epiconvergence of relaxed stochastic optimization problems. - Vincent Leclère (Oper. Res. Lett., 2019)

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)

Integer Programming on the Junction Tree Polytope for Influence Diagrams. - Axel Parmentier; Victor Cohen; Vincent Leclère; Guillaume Obozinski; Joseph Salmon (INFORMS J. Optim., 2020)

Generalized adaptive partition-based method for two-stage stochastic linear programs: Geometric oracle and analysis. - Maël Forcier; Vincent Leclère (Oper. Res. Lett., 2022)

Dual SDDP for risk-averse multistage stochastic programs. - Bernardo Freitas Paulo da Costa; Vincent Leclère (Oper. Res. Lett., 2023)

Exact Quantization of Multistage Stochastic Linear Problems. - Maël Forcier; Stéphane Gaubert; Vincent Leclère (SIAM J. Optim., 2024)

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems. - Lucas Merabet; Bernardo Freitas Paulo da Costa; Vincent Leclère (Comput. Manag. Sci., 2024)

Primal-dual algorithm for contextual stochastic combinatorial optimization. - Louis Bouvier; Thibault Prunet; Vincent Leclère; Axel Parmentier (CoRR, 2025)

Fairness by design in shared-energy allocation problems. - Zoé Fornier; Vincent Leclère; Pierre Pinson (Comput. Manag. Sci., 2025)