Vincent Guigues
Identifiers
- name variant Vincent Guigues 0.60 · backfill
Papers (22)
- The Method of Ellipcenters for strongly convex minimization math.OC · 2026 · author #4
- Policies for the Operation of an Ambulance Fleet under Uncertainty based on a New Preparedness Metric math.OC · 2026 · author #1
- New operator designs for Halpern iterations with explicit rates under H\"older error bounds math.OC · 2026 · author #2
- Stochastic Quadratic Dynamic Programming math.OC · 2025 · author #1
- Complexity and numerical experiments of a new adaptive generic proximal bundle method math.OC · 2024 · author #1
- A library to compute the density of the distance between a point and a random variable uniformly distributed in some sets cs.CG · 2019 · author #1
- Single cut and multicut SDDP with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments math.OC · 2019 · author #1
- Inexact cuts in Stochastic Dual Dynamic Programming math.OC · 2018 · author #1
- Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection math.OC · 2018 · author #1
- Inexact cuts in Deterministic and Stochastic Dual Dynamic Programming applied to linear optimization problems math.OC · 2018 · author #1
- Inexact cuts for Deterministic and Stochastic Dual Dynamic Programming applied to convex nonlinear optimization problems math.OC · 2017 · author #1
- Multicut decomposition methods with cut selection for multistage stochastic programs math.OC · 2017 · author #2
- Dual Dynamic Programming with cut selection: convergence proof and numerical experiments math.OC · 2017 · author #1
- Hypothesis Testing via Euclidean Separation math.ST · 2017 · author #1
- Change Detection via Affine and Quadratic Detectors math.ST · 2016 · author #2
- Statistical inference and hypotheses testing of risk averse stochastic programs math.OC · 2016 · author #1
- Non-asymptotic confidence bounds for the optimal value of a stochastic program math.OC · 2016 · author #1
- Joint dynamic probabilistic constraints with projected linear decision rules math.OC · 2016 · author #1
- Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs math.OC · 2014 · author #1
- Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures math.OC · 2014 · author #1
- Exact computation of the CDF of the Euclidean distance between a point and a random variable uniformly distributed in disks, balls, or polyhedrons and application to PSHA math.PR · 2014 · author #1
- A Value-At-Risk approach for robust management of electricity power generation math.OC · 2004 · author #1
Mentions
- 2601.14451 #2 · arxiv_oai · confidence 0.70 Vincent Guigues
- 2506.07314 #1 · arxiv_oai · confidence 0.70 Vincent Guigues
- 2410.11066 #1 · arxiv_oai · confidence 0.70 Vincent Guigues
Frequent Coauthors
- Anatoli Juditsky 3 shared papers
- Arkadi Nemirovski 3 shared papers
- Michelle Bandarra 2 shared papers
- Roger Behling 2 shared papers
- Adriana Washington 1 shared papers
- Alexander Shapiro 1 shared papers
- Anton Kleywegt 1 shared papers
- Benoit Tran 1 shared papers
- Eduarda Ferreira 1 shared papers
- Luiz-Rafael Santos 1 shared papers
- Pablo Barros 1 shared papers
- Papa-Momar Ndiaye 1 shared papers
- Ramyro Correa 1 shared papers
- Renato Monteiro 1 shared papers
- Rene Henrion 1 shared papers
- Victor Hugo Nascimento 1 shared papers
- Volker Kr\"atschmer 1 shared papers
- Yang Cao 1 shared papers
- Yao Xie 1 shared papers