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authFullName_s : Cyrille Strugarek
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Approches variationnelles et autres contributions en optimisation stochastique

Cyrille Strugarek
Mathématiques [math]. Ecole des Ponts ParisTech, 2006. Français. ⟨NNT : ⟩
Theses pastel-00001848v1

Stability of Multistage Stochastic Programs

Holger Heitsch , Werner Römisch , Cyrille Strugarek
SIAM Journal on Optimization, 2006, 17 (2), pp.511-525. ⟨10.1137/050632865⟩
Journal articles hal-00977507v1

A Stochastic Gradient Type Algorithm for Closed Loop Problems

Kengy Barty , Jean-Sébastien Roy , Cyrille Strugarek
Stochastic Programming E-Print Series (SPEPS), 2005, 2005 (14)
Journal articles hal-00983337v1

Temporal difference learning with kernels for pricing american-style options

Kengy Barty , Jean-Sébastien Roy , Cyrille Strugarek
Optimization Online, 2005
Journal articles hal-00983326v1

On the Fortet-Mourier metric for the stability of Stochastic Optimization Problems, an example

Cyrille Strugarek
Stochastic Programming E-Print Series (SPEPS), 2004, 2004 (25)
Journal articles hal-00989010v1

Application of kernel-based stochastic gradient algorithms to option pricing

Kengy Barty , Pierre Girardeau , Cyrille Strugarek , Jean-Sébastien Roy
Monte Carlo Methods and Applications, 2008, 14, pp.99-127
Journal articles hal-00976406v1

A Q-Learning Algorithm with Continuous State Space

Kengy Barty , Pierre Girardeau , Jean-Sébastien Roy , Cyrille Strugarek
Optimization Online, 2006
Journal articles hal-00977539v1

A Perturbed Gradient Algorithm in Hilbert Spaces

Kengy Barty , Jean-Sébastien Roy , Cyrille Strugarek
Optimization Online, 2005
Journal articles hal-00983332v1