Search - ENSTA Paris - École nationale supérieure de techniques avancées Paris Access content directly

Filter your results

3 Results
Author: personID (integer) : 871542
Image document

Sensitivity analysis of energy contracts management problem by stochastic programming techniques

Zhihao Cen , J. Frederic Bonnans , Thibault Christel
R. Carmona, P. Del Moral, P. Hu, N. Oudjane. Numerical Methods in Finance, 12 (2012), Springer, pp.447-471., 2012, Springer Proceeding in Mathematics
Book sections inria-00579668v2
Image document

Solving multi-stage stochastic mixed integer linear programs by the dual dynamic programming approach

Zhihao Cen
[Research Report] RR-7868, INRIA. 2012
Reports hal-00663267v1
Image document

Energy contracts management by stochastic programming techniques

Zhihao Cen , J. Frederic Bonnans , Thibault Christel
Annals of Operations Research, 2011, 200 (1), pp.199-222. ⟨10.1007/s10479-011-0973-5⟩
Journal articles inria-00486897v2