Browsing Documentos indexados pela Scopus by Author "Guigues, Vincent Gérard Yannick"

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    • Change detection via affine and quadratic detectors 

      Cao, Yang; Nemirovskiĭ, A. S.; Xie, Yao; Guigues, Vincent Gérard Yannick; Juditsky, Anatoli
      2018
      The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, “Hypothesis testing via affine detectors,” Electronic Journal ...

    • Robust management and pricing of liquefied natural gas contracts with cancelation options 

      Guigues, Vincent Gérard Yannick; Sagastizábal, Claudia; Zubelli, Jorge P.
      2014
      Liquefied Natural Gas contracts offer cancelation options that make their pricing difficult, especially if many gas storages need to be taken into account. We develop a valuation mechanism from the buyer's perspective, a ...