I am a PhD student in optimization since september 2019 at CERMICS, École des Ponts ParisTech and CMAP, École Polytechnique under the supervision of Vincent Leclère and Stéphane Gaubert.
My french resume.I am a PhD student in optimization since september 2019 at CERMICS, École des Ponts ParisTech and CMAP, École Polytechnique under the supervision of Vincent Leclère and Stéphane Gaubert.
My french resume.Climate ; Energy ; Environment ; Integrated Assessment Models ; Polyhedra ; Stochastic Programming ; SDDP .
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, 2021, preprint, best student paper at ECSO-CMS 2022. 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. ORL, arXiv, Code.
M. Forcier, V. Leclère, Convergence theory of Trajectory Following Dynamic Programming algorithms, 2022, Operation Research Letters, to appear. HAL, Slides.
Élucubrations scientifiques , October 2022, Pairs: Exact quantization methods for Multistage Stochastic Linear Problems. 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.