Henri Gérard

Stochastic optimization problems : decomposition and coordination under risk

Henri Gérard, 2018 .

R M ] 2 3 N ov 2 01 7 Equivalence Between Time Consistency and Nested Formula

J. Chancelier, M. Lara, Henri Gérard, 2018 .

Equivalence between time consistency and nested formula

J. Chancelier, Henri Gérard, M. De Lara, 2019, Annals of Operations Research.