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Cyrille Strugarek

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Journal Articles

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2009
[j5]
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  - journals/mp/BartyRS09
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Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek:
A stochastic gradient type algorithm for closed-loop problems. Math. Program. 119(1): 51-78 (2009)
2008
[j4]
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René Henrion, Cyrille Strugarek:
Convexity of chance constraints with independent random variables. Comput. Optim. Appl. 41(2): 263-276 (2008)
[j3]
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Kengy Barty, Pierre Girardeau, Cyrille Strugarek, Jean-Sébastien Roy:
Application of kernel-based stochastic gradient algorithms to option pricing. Monte Carlo Methods Appl. 14(2): 99-127 (2008)
2007
[j2]
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  - journals/mor/BartyRS07
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Kengy Barty, Jean-Sébastien Roy, Cyrille Strugarek:
Hilbert-Valued Perturbed Subgradient Algorithms. Math. Oper. Res. 32(3): 551-562 (2007)
2006
[j1]
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  - journals/siamjo/HeitschRS06
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Holger Heitsch, Werner Römisch, Cyrille Strugarek:
Stability of Multistage Stochastic Programs. SIAM J. Optim. 17(2): 511-525 (2006)

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