Conferences and Workshop
- CMS Conference, Trondheim
A dual SDDP algorithmslides
- SESO, Paris
A new look at SDDP slides
- SMAI-MODE meeting, Autrans
Exact and converging bounds for SDDP slides
- ECSO 2017, ROMA
Computing risk averse equilibrium in incomplete market slides
- MASCOT-NUM meeting, Paris
Stochastic Programming or Dynamic Programming ? slides
- IRT System'X
Decompositions Methods in Stochastic Optimization (extended version) slides
- Auckland
Decompositions Methods in Stochastic Optimization slides
- Journees COSMOS
Introduction to Stochastic Programming slides
- SESO-2015- Saclay
SAFE elimination of variables slides
- Decomposition Methods in Stochastic Optimization - PhD Defense slides
- SESO-2014- Saclay
Theoretical and Practical Questions in Stochastic Decompositionslides
- MODE-SMAI Days- Rennes
Convergence of Uzawa algorithm in $L^\infty (\Omega,F,P)$ slides
- PGMO Days- Saclay
Epiconvergence of relaxed stochastic optimization slides
- ICCOPT - Lisbon
On the convergence of decomposition methods for multistage stochastic convex programs slides
- ICSP - Bergamo
A general Dynamic Programming Principle. slides
- Managing natural resources and energy: stochastic optimization tools - UC Davis
Qualification conditions for the different constraints encountered in stochastic optimization. slides
- CLAIO - Rio
Dual Approximate Dynamic Programming and applications. slides
- ISMP - Berlin
Priority option : the value of being a leader. slides
- MODE - Dijon
Relaxation of almost sure constraint and decomposition coordination. slides