Vincent Guigues

31 papers Journal 31

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	New heuristics for the operation of an ambulance fleet under uncertainty. Comput. Oper. Res. Vincent Guigues, Anton J. Kleywegt, Victor Hugo Nascimento
2026	J	`jnl`	Universal Subgradient and Proximal Bundle Methods for Convex and Strongly Convex Hybrid Composite Optimization. J. Optim. Theory Appl. Vincent Guigues, Jiaming Liang, Renato D. C. Monteiro
2025	J	`jnl`	A User Manual for cuHALLaR: A GPU Accelerated Low-Rank Semidefinite Programming Solver. CoRR Jacob Aguirre, Diego Cifuentes, Vincent Guigues, Renato D. C. Monteiro, Victor Hugo Nascimento, Arnesh Sujanani
2024	J	`jnl`	A single cut proximal bundle method for stochastic convex composite optimization. Math. Program. Jiaming Liang, Vincent Guigues, Renato D. C. Monteiro
2024	J	`jnl`	Management and Visualization Tools for Emergency Medical Services. CoRR Vincent Guigues, Anton J. Kleywegt, Victor Hugo Nascimento, Victor Salles Rodrigues, Thais Viana, Edson Medeiros
2023	J	`jnl`	Duality and sensitivity analysis of multistage linear stochastic programs. Eur. J. Oper. Res. Vincent Guigues, Alexander Shapiro, Yi Cheng
2023	J	`jnl`	Risk-averse stochastic optimal control: An efficiently computable statistical upper bound. Oper. Res. Lett. Vincent Guigues, Alexander Shapiro, Yi Cheng
2022	J	`jnl`	Algorithms and a Library for the Exact Computation of the Cumulative Distribution Function of the Euclidean Distance Between a Point and a Random Variable Uniformly Distributed in Disks, Balls, or Polygones and Application to Probabilistic Seismic Hazard Analysis. Int. J. Comput. Geom. Appl. Vincent Guigues
2021	J	`jnl`	Constant Depth Decision Rules for multistage optimization under uncertainty. Eur. J. Oper. Res. Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski
2021	J	`jnl`	Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems. SIAM J. Optim. Vincent Guigues, Renato D. C. Monteiro, Benar Fux Svaiter
2021	J	`jnl`	Inexact stochastic mirror descent for two-stage nonlinear stochastic programs. Math. Program. Vincent Guigues
2021	J	`jnl`	Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection. Optim. Methods Softw. Vincent Guigues
2021	J	`jnl`	Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments. Comput. Manag. Sci. Michelle Bandarra, Vincent Guigues
2021	J	`jnl`	Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs. J. Optim. Theory Appl. Vincent Guigues, Renato D. C. Monteiro
2020	J	`jnl`	Inexact Cuts in Stochastic Dual Dynamic Programming. SIAM J. Optim. Vincent Guigues
2019	J	`jnl`	A library to compute the density of the distance between a point and a random variable uniformly distributed in some sets. CoRR Vincent Guigues
2018	J	`jnl`	A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. SIAM J. Optim. Vincent Guigues, Volker Krätschmer, Alexander Shapiro
2017	J	`jnl`	Dual Dynamic Programing with cut selection: Convergence proof and numerical experiments. Eur. J. Oper. Res. Vincent Guigues
2017	J	`jnl`	Joint dynamic probabilistic constraints with projected linear decision rules. Optim. Methods Softw. Vincent Guigues, René Henrion
2017	J	`jnl`	Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures. Math. Program. Vincent Guigues
2017	J	`jnl`	Non-asymptotic confidence bounds for the optimal value of a stochastic program. Optim. Methods Softw. Vincent Guigues, Anatoli B. Juditsky, Arkadi Nemirovski
2016	J	`jnl`	Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs. SIAM J. Optim. Vincent Guigues
2014	J	`jnl`	Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options. J. Optim. Theory Appl. Vincent Guigues, Claudia A. Sagastizábal, Jorge P. Zubelli
2014	J	`jnl`	SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning. Comput. Optim. Appl. Vincent Guigues
2013	J	`jnl`	Risk-averse feasible policies for large-scale multistage stochastic linear programs. Math. Program. Vincent Guigues, Claudia A. Sagastizábal
2012	J	`jnl`	Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs. Oper. Res. Lett. Vincent Guigues, Claudia A. Sagastizábal
2012	J	`jnl`	SDDP for multistage stochastic linear programs based on spectral risk measures. Oper. Res. Lett. Vincent Guigues, Werner Römisch
2012	J	`jnl`	Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM J. Optim. Vincent Guigues, Werner Römisch
2012	J	`jnl`	The value of rolling-horizon policies for risk-averse hydro-thermal planning. Eur. J. Oper. Res. Vincent Guigues, Claudia A. Sagastizábal
2011	J	`jnl`	A stabilized model and an efficient solution method for the yearly optimal power management. Optim. Methods Softw. Vincent Guigues
2011	J	`jnl`	Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection. Comput. Optim. Appl. Vincent Guigues