On risk averse competitive equilibrium H Gérard, V Leclère, A Philpott Operations Research Letters 46 (1), 19-26, 2018 | 48 | 2018 |
General risk measures for robust machine learning E Chouzenoux, H Gérard, JC Pesquet arXiv preprint arXiv:1904.11707, 2019 | 13 | 2019 |
Equivalence Between Time Consistency and Nested Formula H Gérard, M De Lara, JP Chancelier https://hal-enpc.archives-ouvertes.fr/hal-01645564, 2017 | 4 | 2017 |
Stochdynamicprogramming. jl a julia library for multistage stochastic optimization V Leclère, H Gérard, F Pacaud, T Rigaut | 3 | 2018 |
Stochastic optimization problems: decomposition and coordination under risk H Gérard Université Paris-Est, 2018 | | 2018 |
Abstract Time Consistency and Decompostion H Gerard | | 2016 |
Rapport de stage de fin d’études Master Parisien de Recherche Opérationnelle Télécom ParisTech H GERARD | | 2016 |
FROM TIME CONSISTENCY TO AGENT CONSISTENCY IN STOCHASTIC OPTIMIZATION H GÉRARD, DE Michel, JP CHANCELIER | | |