M. Forcier,
Multistage stochastic optimization and Polyhedral geometry. Manuscript , Defense slides , Fiche vulgarisée .
M. Forcier, Can Housing Needs Be Met by Using the Existing Stock?, Trésor-Éco n°347, July 2024, English, French.
M. Forcier, S. Gaubert, V. Leclère,
Exact quantization of multistage stochastic linear problems, 2023, SIAM Journal on Control and Optimization, 2024, vol. 34, no 1, p. 533-562, Best student paper at ECSO-CMS 2022. SIAM , arXiv .
M. Forcier, V. Leclère, Generalized adaptive partition-based method for
two-stage stochastic linear programs : Geometric oracle and analysis, Operations Research Letters,
Volume 50, Issue 5, 2022, Pages 452-457, ISSN 0167-6377, Best Paper Award for ORL .
ORL,
arXiv,
Code.
M. Forcier, V. Leclère, Trajectory Following Dynamic Programming algorithms, 2022, Journal of Convex Analysis 30 (2023), No. 3, 951--999.
JCA,
HAL,
Slides.
ECSO-CMS , June 2022, Venice:
Exact quantization methods for Multistage Stochastic Linear Problems, Winner of the best student paper prize.
Slides.
SMAI-MODE , June 2022, Limoges:
Secondary simplex method for two-stage stochastic linear programs with general cost distribution.
Slides, Code.
ROADEF , February 2022, Lyon:
Generalized Adaptive Partition-based method for two-stage stochastic linear programs.
Slides.
PGMO Days , EDF Saclay, December 2021:
Generalized Adaptive Partition-based method for two-stage stochastic linear programs.
Slides.
Young Researchers Seminar , October 2021, CERMICS:
2-Stage stochastic linear programming and polyhedral geometry.
Slides.
EURO , July 2021, Athens, online:
Multistage stochastic linear problem and polyhedral geometry.
Slides.
Decision, Algorithm and Geometry Seminar , July 2021, École polytechnique:
Multistage stochastic linear problem and polyhedral geometry.
Slides.
SMAI-MODE, September 2020, online: The polyhedral structure and complexity of multistage stochastic linear problem with general distribution cost.
Slides, Video.