22 citations · 22 across the 5 of their papers we have counts for
8 papers
Robust limit analysis theory for computing worst-case limit loads under uncertainties
Jeremy Bleyer, Vincent Leclère
This work proposes a novel theoretical framework of robust limit analysis i.e. the computation of limit loads of structures in presence of uncertainties using limit analysis and ro…
Generalized adaptive partition-based method for two-stage stochastic linear programs : convergence and generalization
Maël Forcier, Vincent Leclère
Adaptive Partition-based Methods (APM) are numerical methods to solve two-stage stochastic linear problems (2SLP). The core idea is to iteratively construct an adapted partition of…
Exact quantization of multistage stochastic linear problems
Maël Forcier, Stéphane Gaubert, Vincent Leclère
We show that the multistage linear problem (MSLP) with an arbitrary cost distribution is equivalent to a MSLP on a finite scenario tree. We establish this exact quantization result…
Dual SDDP for risk-averse multistage stochastic programs
Bernardo Freitas Paulo da Costa, Vincent Leclère
Risk-averse multistage stochastic programs appear in multiple areas and are challenging to solve. Stochastic Dual Dynamic Programming (SDDP) is a well-known tool to address such pr…
Integer programming on the junction tree polytope for influence diagrams
Axel Parmentier, Victor Cohen, Vincent Leclère +2
Influence Diagrams (ID) are a flexible tool to represent discrete stochastic optimization problems, including Markov Decision Process (MDP) and Partially Observable MDP as standard…
On risk averse competitive equilibrium
Henri Gérard, Vincent Leclère, Andy Philpott
We discuss risked competitive partial equilibrium in a setting in which agents are endowed with coherent risk measures. In contrast to socialplanning models, we show by example tha…