2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2009★ 2 cited
Particle Methods For Stochastic Optimal Control Problems
Pierre Carpentier, Guy Cohen, Anes Dallagi
To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal…
math.FA2003
Max-plus convex sets and functions
Guy Cohen, Stephane Gaubert, Jean-Pierre Quadrat +1
We consider convex sets and functions over idempotent semifields, like the max-plus semifield. We show that if is a conditionally complete idempotent semifield, with completion…