Talk, Smai-MODE, Limoges, France
In this talk we give a framework for Trajectory Following Dynamic Programming algorithms and provide convergence result that does not require a finitely supported noise assumption slides preprint
Talk, Erice, Erice, Italy
In this talk we explain how to obtain local and uniform exact discretization of linear stochastic problems. slides
Talk, CMS, Trondheim, Norway
Presentation of the dual SDDP algorithm yielding exact upper bounds. slides paper
Talk, SESO, ENPC, France
Presentation of the dual SDDP algorithm yielding exact upper bounds. slides paper
Talk, MODE, Autrans, France
Presentation of the dual SDDP algorithm yielding exact upper bounds. slides paper
Talk, ECSO, Roma, Italy
Showcasing multiple equilibria in a competitive market with risk averse players. slides paper
Tutorial, MASCOT-NUM meeting, Paris, France
Tutorial on Stochastic Programming and Dynamic Programming methods for optimization under uncertainty. slides
Tutorial, IRT System'X, Saclay, France
Tutorial on decompositions methods for optimization under uncertainty. slides
Talk, University of Auckland, Auckland, New Zealand
Tutorial on decomposition methods for optimization under uncertainty. slides
Talk, ENPC, Noisy Champs, Paris
SAFE elimination of variables. slides