Publications

Articles (revues avec comité de lecture)

Soumis

• A General Framework for Dynamic programming Equation and Time Consistency
  Michel De Lara and Vincent Leclère
  soumis   
• Epiconvergence of relaxed stochastic optimization problems
  Vincent Leclère
  Mathematics of Operation Research, soumis   

2020

• Exact converging bounds for Stochastic Dual Dynamic Programming via Fenchel duality
  Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir and François Pacaud
  SIAM Journal on Optimization, vol. 30, pp. 1223-1250, 2020   

2018

• Stochastic decomposition applied to large-scale hydro valleys management
  Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère and François Pacaud
  European Journal of Operational Research, 2018   

2015

• On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs
  Pierre Girardeau, Vincent Leclère and A. B. Philpott
  Mathematics of Operations Research, vol. 40 (1), INFORMS, feb, 2015   

Conférence internationale avec actes

2012

• Decomposition-Coordination Method for the Management of a Chain of Dams
  Jean-Christophe Alais, Pierre Carpentier and Vincent Leclère
  CLAIO/SBPO Conference, Rio de Janeiro, sep, 2012   

Conférences sans actes

2018

• Decomposition/Coordination Methods for Multistage Stochastic Optimization Problems
  Pierre Carpentier, Jean-Philippe Chancelier, Michel De Lara and Vincent Leclère
  PGMO Days 2018, France, nov, 2018   
• Exact and converging bounds for SDDP
  Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, Arnaud Lenoir and François Pacaud
  XV Conference on Computational Management Science - CMS 2018, Norway, may, 2018   

2014

• Spatial Decomposition/Coordination Methods for Stochastic Optimal Control Problems
  Michel De Lara, Pierre Carpentier, Jean-Philippe Chancelier and Vincent Leclère
  CMM Workshop "Optimization meets General equilibrium theory", Santiago, Chile, dec, 2014   

Thèse

2014

• Contributions to decomposition methods in stochastic optimization
  Vincent Leclère
  Mathématiques et STIC (MSTIC), jun, 2014   

Rapport de recherche

2014

• Optimization Methods for the Smart Grid
  Michel De Lara, Pierre Carpentier, Jean-Philippe Chancelier and Vincent Leclère
  Report commissioned by Conseil Français de l'Energie, oct, 2014