Personal information

No personal information available

Activities

Collapse all

Works (31)

Implied Markov transition matrices under structural price models

Quantitative Finance
2021 | Journal article
DOI: 10.1080/14697688.2021.1921242
EID:

2-s2.0-85107923142

Part of ISSN: 14697696 14697688
Contributors: Defourny, B.; Moazeni, S.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

The maximum diversity assortment selection problem

Mathematical Methods of Operations Research
2021 | Journal article
DOI: 10.1007/s00186-021-00740-2
EID:

2-s2.0-85106459939

Part of ISSN: 14325217 14322994
Contributors: Prause, F.; Hoppmann-Baum, K.; Defourny, B.; Koch, T.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Sequential learning in designing marketing campaigns for market entry

Management Science
2020 | Journal article
DOI: 10.1287/mnsc.2019.3384
EID:

2-s2.0-85094808031

Part of ISBN:

15265501 00251909
Contributors: Moazeni, S.; Defourny, B.; Wilczak, M.J.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

A Risk-Averse Stochastic Dynamic Programming Approach to Energy Hub Optimal Dispatch

IEEE Transactions on Power Systems
2019 | Journal article
DOI: 10.1109/TPWRS.2018.2882549
EID:

2-s2.0-85057195491

Part of ISBN:

08858950
Contributors: Moazeni, S.; Miragha, A.H.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

An active-set strategy to solve Markov decision processes with good-deal risk measure

Optimization Letters
2019 | Journal article
DOI: 10.1007/s11590-019-01413-0
EID:

2-s2.0-85062149860

Part of ISBN:

18624480 18624472
Contributors: Tu, S.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

On the Value of Dual-Firing Power Generation Under Uncertain Gas Network Access

Springer Proceedings in Mathematics and Statistics
2019 | Conference paper
DOI: 10.1007/978-3-030-12119-8_2
EID:

2-s2.0-85062085112

Part of ISBN:

21941017 21941009
Contributors: Defourny, B.; Tu, S.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Optimal Predictive Maintenance Policy for an Ocean Wave Farm

IEEE Transactions on Sustainable Energy
2019 | Journal article
DOI: 10.1109/TSTE.2018.2877437
EID:

2-s2.0-85055684229

Part of ISBN:

19493037 19493029
Contributors: Pradhan, P.; Kishore, S.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Optimal control of energy storage under random operation permissions

IISE Transactions
2018 | Journal article
DOI: 10.1080/24725854.2017.1401756
EID:

2-s2.0-85040986386

Part of ISBN:

24725862 24725854
Contributors: Moazeni, S.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Optimality of an affine intensity policy for maximizing the probability of an arrival count in point-process intensity control

Operations Research Letters
2018 | Journal article
DOI: 10.1016/j.orl.2017.11.003
EID:

2-s2.0-85034820323

Part of ISBN:

01676377
Contributors: Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

A multiobjective approach to the management of opt-in distributed energy resources

2017 North American Power Symposium, NAPS 2017
2017 | Conference paper
DOI: 10.1109/NAPS.2017.8107268
EID:

2-s2.0-85040629288
Contributors: Tu, S.; Defourny, B.; Moazeni, S.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Distribution system controls assessment in a nonbinding transactive energy market

2017 North American Power Symposium, NAPS 2017
2017 | Conference paper
DOI: 10.1109/NAPS.2017.8107248
EID:

2-s2.0-85040588937
Contributors: Moazeni, S.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Optimal price-threshold control for battery operation with aging phenomenon: a quasiconvex optimization approach

Annals of Operations Research
2017 | Journal article
DOI: 10.1007/s10479-017-2505-4
EID:

2-s2.0-85019021009

Part of ISBN:

15729338 02545330
Contributors: Hu, Y.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Parallel nonstationary direct policy search for risk-averse stochastic optimization

INFORMS Journal on Computing
2017 | Journal article
DOI: 10.1287/ijoc.2016.0733
EID:

2-s2.0-85019137194

Part of ISBN:

15265528 10919856
Contributors: Moazeni, S.; Powell, W.B.; Defourny, B.; Bouzaiene-Ayari, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Optimal learning in linear regression with combinatorial feature selection

INFORMS Journal on Computing
2016 | Journal article
DOI: 10.1287/ijoc.2016.0709
EID:

2-s2.0-84994339244

Part of ISBN:

15265528 10919856
Contributors: Han, B.; Ryzhov, I.O.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Optimal information blending with measurements in the L<sup>2</sup> sphere

Mathematics of Operations Research
2015 | Journal article
DOI: 10.1287/moor.2015.0712
EID:

2-s2.0-84947080743

Part of ISBN:

15265471 0364765X
Contributors: Defourny, B.; Ryzhov, I.O.; Powell, W.B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Preface

Springer Proceedings in Mathematics and Statistics
2015 | Conference paper
EID:

2-s2.0-84951939533

Part of ISBN:

21941017 21941009
Contributors: Defourny, B.; Terlaky, T.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Risk-sensitive stochastic optimization for storage operation management

International Conference on Smart Energy Grid Engineering, SEGE 2015
2015 | Conference paper
DOI: 10.1109/SEGE.2015.7324608
EID:

2-s2.0-84961885123
Contributors: Moazeni, S.; Defourny, B.; Hajimiragha, A.H.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Near-optimality bounds for greedy periodic policies with application to grid-level storage

IEEE SSCI 2014 - 2014 IEEE Symposium Series on Computational Intelligence - ADPRL 2014: 2014 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, Proceedings
2014 | Conference paper
DOI: 10.1109/ADPRL.2014.7010627
EID:

2-s2.0-84988293131
Contributors: Hu, Y.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

A robust solution to the load curtailment problem

IEEE Transactions on Smart Grid
2013 | Journal article
DOI: 10.1109/TSG.2013.2276754
EID:

2-s2.0-84890428280

Part of ISBN:

19493053
Contributors: Simão, H.P.; Jeong, H.B.; Defourny, B.; Powell, W.B.; Boulanger, A.; Gagneja, A.; Wu, L.; Anderson, R.N.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Bias-corrected Q-learning to control max-operator bias in Q-learning

IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, ADPRL
2013 | Conference paper
DOI: 10.1109/ADPRL.2013.6614994
EID:

2-s2.0-84891539165

Part of ISBN:

23251824 23251867
Contributors: Lee, D.; Defourny, B.; Powell, W.B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Efficient learning of donor retention strategies for the American Red Cross

Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013
2013 | Conference paper
DOI: 10.1109/WSC.2013.6721404
EID:

2-s2.0-84894164691
Contributors: Han, B.; Ryzhov, I.O.; Defourny, B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Robust forecasting for unit commitment with wind

Proceedings of the Annual Hawaii International Conference on System Sciences
2013 | Conference paper
DOI: 10.1109/HICSS.2013.468
EID:

2-s2.0-84875484165

Part of ISBN:

15301605
Contributors: Defourny, B.; Simao, H.P.; Powell, W.B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Scenario trees and policy selection for multistage stochastic programming using machine learning

INFORMS Journal on Computing
2013 | Journal article
DOI: 10.1287/ijoc.1120.0516
EID:

2-s2.0-84881137551

Part of ISBN:

10919856 15265528
Contributors: Defourny, B.; Ernst, D.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Ranking and selection meets robust optimization

Proceedings - Winter Simulation Conference
2012 | Conference paper
DOI: 10.1109/WSC.2012.6465209
EID:

2-s2.0-84874675646

Part of ISBN:

08917736
Contributors: Ryzhov, I.O.; Defourny, B.; Powell, W.B.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Multistage stochastic programming: A scenario tree based approach to planning under uncertainty

Decision Theory Models for Applications in Artificial Intelligence: Concepts and Solutions
2011 | Book
Part of DOI: 10.4018/978-1-60960-165-2.ch006
EID:

2-s2.0-84881126042
Contributors: Defourny, B.; Ernst, D.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Bounds for multistage stochastic programs using supervised learning strategies

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2009 | Book
DOI: 10.1007/978-3-642-04944-6_6
EID:

2-s2.0-78650662372

Part of ISBN:

03029743 16113349
Contributors: Defourny, B.; Ernst, D.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Planning under uncertainty, Ensembles of disturbance trees and kernelized discrete action spaces

2009 IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning, ADPRL 2009 - Proceedings
2009 | Conference paper
DOI: 10.1109/ADPRL.2009.4927538
EID:

2-s2.0-67650469377
Contributors: Defourny, B.; Ernst, D.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Probability density estimation by perturbing and combining tree structured markov networks

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2009 | Book
DOI: 10.1007/978-3-642-02906-6_15
EID:

2-s2.0-69049092887

Part of ISBN:

16113349 03029743
Contributors: Ammar, S.; Leray, P.; Defourny, B.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Supervised learning of intra-daily recourse strategies for generation management under uncertainties

2009 IEEE Bucharest PowerTech: Innovative Ideas Toward the Electrical Grid of the Future
2009 | Conference paper
DOI: 10.1109/PTC.2009.5282226
EID:

2-s2.0-74949091384
Contributors: Cornélusse, B.; Vignal, G.; Defourny, B.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

High-dimensional probability density estimation with randomized ensembles of tree structured Bayesian networks

Proceedings of the 4th European Workshop on Probabilistic Graphical Models, PGM 2008
2008 | Conference paper
EID:

2-s2.0-69049099947
Contributors: Ammar, S.; Leray, P.; Defourny, B.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier

Lazy planning under uncertainty by optimizing decisions on an ensemble of incomplete disturbance trees

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2008 | Book
DOI: 10.1007/978-3-540-89722-4_1
EID:

2-s2.0-58449098161

Part of ISBN:

03029743 16113349
Contributors: Defourny, B.; Ernst, D.; Wehenkel, L.
Source: Self-asserted source
Boris Defourny via Scopus - Elsevier
How many people are using ORCID?