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hal-00977507v1  Journal articles
Holger HeitschWerner RömischCyrille Strugarek. Stability of Multistage Stochastic Programs
SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2006, 17 (2), pp.511-525. ⟨10.1137/050632865⟩
hal-00989010v1  Journal articles
Cyrille Strugarek. On the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an example
Stochastic Programming E-Print Series (SPEPS), 2004, 2004 (25)
pastel-00001848v1  Theses
Cyrille Strugarek. Approches variationnelles et autres contributions en optimisation stochastique
Mathématiques [math]. Ecole des Ponts ParisTech, 2006. Français
hal-00983337v1  Journal articles
Kengy BartyJean-Sébastien RoyCyrille Strugarek. A Stochastic Gradient Type Algorithm for Closed Loop Problems
Stochastic Programming E-Print Series (SPEPS), 2005, 2005 (14)
hal-00976406v1  Journal articles
Kengy BartyPierre GirardeauCyrille StrugarekJean-Sébastien Roy. Application of kernel-based stochastic gradient algorithms to option pricing
Monte Carlo Methods and Applications, De Gruyter, 2008, 14, pp.99-127