M. Forcier,
Multistage stochastic optimization and Polyhedral geometry. Manuscript , Defense slides , Fiche vulgarisée .
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.