22 citations · 22 across the 5 of their papers we have counts for
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math.OC2017
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…
math.OC2017
Stochastic decomposition applied to large-scale hydro valleys management
François Pacaud, Pierre Carpentier, Jean-Philippe Chancelier +1
We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Contro…