Vincent Leclère

16 papers C 1Journal 15
YearRankTypeTitle / Venue / Authors
2025 J jnl
Fairness by design in shared-energy allocation problems.
Comput. Manag. Sci.
Zoé Fornier, Vincent Leclère, Pierre Pinson
2025 J jnl
Primal-dual algorithm for contextual stochastic combinatorial optimization.
CoRR
Louis Bouvier, Thibault Prunet, Vincent Leclère, Axel Parmentier
2025 J jnl
Strategic behavior of risk-averse agents under stochastic market clearing.
Oper. Res. Lett.
Vincent Leclère, Andy Philpott
2024 J jnl
Exact Quantization of Multistage Stochastic Linear Problems.
SIAM J. Optim.
Maël Forcier, Stéphane Gaubert, Vincent Leclère
2024 J jnl
Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems.
Comput. Manag. Sci.
Lucas Merabet, Bernardo Freitas Paulo da Costa, Vincent Leclère
2023 J jnl
Dual SDDP for risk-averse multistage stochastic programs.
Oper. Res. Lett.
Bernardo Freitas Paulo da Costa, Vincent Leclère
2022 J jnl
Generalized adaptive partition-based method for two-stage stochastic linear programs: Geometric oracle and analysis.
Oper. Res. Lett.
Maël Forcier, Vincent Leclère
2020 J jnl
Exact Converging Bounds for Stochastic Dual Dynamic Programming via Fenchel Duality.
SIAM J. Optim.
Vincent Leclère, Pierre Carpentier, Jean-Philippe Chancelier, Arnaud Lenoir, François Pacaud
2020 J jnl
Integer Programming on the Junction Tree Polytope for Influence Diagrams.
INFORMS J. Optim.
Axel Parmentier, Victor Cohen, Vincent Leclère, Guillaume Obozinski, Joseph Salmon
2019 J jnl
Epiconvergence of relaxed stochastic optimization problems.
Oper. Res. Lett.
Vincent Leclère
2018 C conf
A Stochastic Multi-item Lot-sizing Problem with Bounded Number of Setups.
ICORES
Etienne de Saint Germai, Vincent Leclère, Frédéric Meunier
2018 J jnl
On risk averse competitive equilibrium.
Oper. Res. Lett.
Henri Gérard, Vincent Leclère, Andy Philpott
2018 J jnl
Stochastic decomposition applied to large-scale hydro valleys management.
Eur. J. Oper. Res.
Pierre Carpentier, Jean-Philippe Chancelier, Vincent Leclère, François Pacaud
2016 J jnl
Building up time-consistency for risk measures and dynamic optimization.
Eur. J. Oper. Res.
Michel De Lara, Vincent Leclère
2016 J jnl
Efficient Smoothed Concomitant Lasso Estimation for High Dimensional Regression.
CoRR
Eugène Ndiaye, Olivier Fercoq, Alexandre Gramfort, Vincent Leclère, Joseph Salmon
2015 J jnl
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs.
Math. Oper. Res.
Pierre Girardeau, Vincent Leclère, Andrew B. Philpott