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math.OC2018
Time Blocks Decomposition of Multistage Stochastic Optimization Problems
Pierre Carpentier, Jean-Philippe Chancelier, Michel de Lara +2
Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decompositio…
math.OC2018
A Mathematical Framework for Resilience: Dynamics, Uncertainties, Strategies and Recovery Regimes
Michel De Lara
Resilience is a rehashed concept in natural hazard management - resilience of cities to earthquakes, to floods, to fire, etc. In a word, a system is said to be resilient if there e…