222 citations · 600 across the 46 of their papers we have counts for
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math.OC2011★ 28 cited
Scenario trees and policy selection for multistage stochastic programming using machine learning
Boris Defourny, Damien Ernst, Louis Wehenkel
We propose a hybrid algorithmic strategy for complex stochastic optimization problems, which combines the use of scenario trees from multistage stochastic programming with machine…
math.OC2011
Optimal discovery with probabilistic expert advice
Sébastien Bubeck, Damien Ernst, Aurélien Garivier
We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it…