Set-valued analysis. Modern Birkhäuser Classics, 2009. ,
Convex analysis and monotone operator theory in Hilbert spaces, CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC, 2017. ,
DOI : 10.1007/978-3-319-48311-5
URL : https://hal.archives-ouvertes.fr/hal-00643354
Stochastic Optimal Control: The Discrete-Time Case, Athena Scientific, 1996. ,
Envelopes for sets and functions II: generalized polarity and conjugacy, 2018. ,
DOI : 10.1112/s0025579316000309
Stochastic Multi-Stage Optimization, At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming, 2015. ,
DOI : 10.1007/978-3-319-18138-7
URL : https://hal.archives-ouvertes.fr/hal-01165572
On the convergence of decomposition methods for multistage stochastic convex programs. Mathematics of Operations Research, vol.40, pp.130-145, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-01208295
Abstract convexity and the Monge-Kantorovich duality, Generalized convexity and related topics, vol.583, pp.33-72, 2007. ,
DOI : 10.1007/978-3-540-37007-9_2
Probability Theory I, 1977. ,
Handbook of Generalized Convexity and Generalized Monotonicity. Nonconvex Optimization and Its Applications, vol.76, pp.237-292, 2005. ,
Inf-convolution, sous-additivité, convexité des fonctions numériques, J. Math. Pures Appl, vol.49, issue.9, pp.109-154, 1970. ,
Foundations of mathematical optimization, Mathematics and its Applications, vol.388, 1997. ,
DOI : 10.1007/978-94-017-1588-1
Shadow price of information in discrete time stochastic optimization, Mathematical Programming, vol.168, issue.1, pp.347-367, 2018. ,
Integrals which are convex functionals, Pacific J. Math, vol.24, issue.3, pp.525-539, 1968. ,
DOI : 10.2140/pjm.1968.24.525
URL : http://msp.org/pjm/1968/24-3/pjm-v24-n3-p11-s.pdf
Extension of Fenchel's duality theorem for convex functions, Duke Math. J, vol.33, pp.81-89, 1966. ,
DOI : 10.1215/s0012-7094-66-03312-6
Integrals which are convex functionals, II. Pacific J. Math, vol.39, issue.2, pp.439-469, 1971. ,
DOI : 10.2140/pjm.1968.24.525
URL : http://msp.org/pjm/1968/24-3/pjm-v24-n3-p11-s.pdf
Variational Analysis, 1998. ,
Envelope representations in hamilton-jacobi theory for fully convex problems of control, Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), vol.3, pp.2768-2771, 2001. ,
Abstract convexity and global optimization, volume 44 of Nonconvex Optimization and its Applications, 2000. ,
Optimal Transport for Applied Mathematicians: Calculus of Variations, PDEs, and Modeling, Progress in Nonlinear Differential Equations and Their Applications, 2015. ,
DOI : 10.1007/978-3-319-20828-2
URL : https://link.springer.com/content/pdf/bfm%3A978-3-319-20828-2%2F1.pdf
Analysis of stochastic dual dynamic programming method, European J. Oper. Res, vol.209, issue.1, pp.63-72, 2011. ,
DOI : 10.1016/j.ejor.2010.08.007
URL : http://www.optimization-online.org/DB_FILE/2009/12/2509.pdf
Abstract convex analysis, Series of Monographs and Advanced Texts, 1997. ,
Multiapplications duales etprobì emes d'optimisation en dualité. Comptes Rendus de l'Académie des Sciences Paris, pp.11-14, 1983. ,