PhD in applied mathematics, R&D optimization and software engineer at Schneider Electric
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Schneider Electric
- Paris
- trigaut.github.io
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JuliaStochOpt/StochDynamicProgramming.jl
JuliaStochOpt/StochDynamicProgramming.jl PublicA package for discrete-time optimal stochastic control
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Scenred2.jl
Scenred2.jl PublicJulia wrapper for Scenred2 scenario trees construction and reduction tool
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