234 citations · 639 across the 28 of their papers we have counts for
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math.OC2021
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…
math.CO2021★ 1 cited
Tropical linear regression and mean payoff games: or, how to measure the distance to equilibria
Marianne Akian, Stéphane Gaubert, Yang Qi +1
We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showi…