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Vincent Guigues · Study

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Vincent Guigues

7 works· latest 2018· 3 institutionscluster: provisionalORCID 0000-0002-8862-3696

h-index7

i106

Citations280

Works here7

09

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16

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18

Most cited in this library

Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures2012 · 70 citations
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning2013 · 60 citations
Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs2016 · 52 citations
Non-asymptotic confidence bounds for the optimal value of a stochastic program2017 · 40 citations
SDDP for multistage stochastic linear programs based on spectral risk measures2012 · 26 citations

Works

7 shown

Change detection via affine and quadratic detectors

Electronic Journal of Statistics·2018·5 authors·Open access

8citations

Non-asymptotic confidence bounds for the optimal value of a stochastic program

Optimization methods & software·2017·3 authors·Open access

40citations

Convergence Analysis of Sampling-Based Decomposition Methods for Risk-Averse Multistage Stochastic Convex Programs

SIAM Journal on Optimization·2016·1 author·Open access

52citations

SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning

Computational Optimization and Applications·2013·1 author

60citations

SDDP for multistage stochastic linear programs based on spectral risk measures

Operations Research Letters·2012·2 authors·Open access

26citations

Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures

SIAM Journal on Optimization·2012·2 authors

70citations

Robust production management

Optimization and Engineering·2009·1 author

24citations