66 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre de Mathématiques Appliquées de l'École polytechniqueFR13 papers
- École PolytechniqueFR12 papers
- Centre National de la Recherche ScientifiqueFR8 papers
- Institut national de recherche en sciences et technologies du numériqueFR6 papers
- Centre Inria de SaclayFR3 papers
- Brigade des Sapeurs Pompiers de ParisFR2 papers
- CERMICSFR2 papers
- École nationale des ponts et chausséesFR2 papers
- Électricité de France (France)FR2 papers
- Indian Statistical Institute, Delhi CentreIN2 papers
- Technische Universität BerlinDE2 papers
- Ashoka UniversityIN1 paper
Showing 2020 · math.OCShow all
2 papers · 2 filters
math.OC2020
Tropical Dynamic Programming for Lipschitz Multistage Stochastic Programming
Marianne Akian, Jean-Philippe Chancelier, Benoît Tran
We present an algorithm called Tropical Dynamic Programming (TDP) which builds upper and lower approximations of the Bellman value functions in risk-neutral Multistage Stochastic P…
math.OC2020
The tropicalization of the entropic barrier
Xavier Allamigeon, Abdellah Aznag, Stéphane Gaubert +1
The entropic barrier, studied by Bubeck and Eldan (Proc. Mach. Learn. Research, 2015), is a self-concordant barrier with asymptotically optimal self-concordance parameter. In this…