Vincent Guigues

495 total citations
27 papers, 261 citations indexed

About

Vincent Guigues is a scholar working on Management Science and Operations Research, Ocean Engineering and Statistics and Probability. According to data from OpenAlex, Vincent Guigues has authored 27 papers receiving a total of 261 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Management Science and Operations Research, 10 papers in Ocean Engineering and 7 papers in Statistics and Probability. Recurrent topics in Vincent Guigues's work include Risk and Portfolio Optimization (24 papers), Water resources management and optimization (9 papers) and Optimization and Mathematical Programming (4 papers). Vincent Guigues is often cited by papers focused on Risk and Portfolio Optimization (24 papers), Water resources management and optimization (9 papers) and Optimization and Mathematical Programming (4 papers). Vincent Guigues collaborates with scholars based in Brazil, France and United States. Vincent Guigues's co-authors include Claudia Sagastizábal, Werner Römisch, Arkadi Nemirovski, Anatoli Juditsky, Alexander Shapiro, Jorge P. Zubelli, Volker Krätschmer, René Aïd, Renato D. C. Monteiro and Yao Xie and has published in prestigious journals such as European Journal of Operational Research, Mathematical Programming and SIAM Journal on Optimization.

In The Last Decade

Vincent Guigues

24 papers receiving 242 citations

Peers

Vincent Guigues

MSOR

EEE

CSE

FINAN

Vitor Luiz de Matos Brazil

Joari Paulo da Costa Brazil

Ralf Gollmer Germany

Rubén Ruiz-Torrubiano Spain

Tomasz Śliwiński Poland

Dinakar Gade United States

Bruce Miller United States

Mehmet Anıl Akbay Türkiye

Martin Branda Czechia

Yong Fang China

Vitor Luiz de Matos Brazil

Vincent Guigues

194 ×1.1

MSOR

280 ×2.9

318 ×4.7

EEE

69 ×1.3

CSE

42 ×1.1

FINAN

Citations per year, relative to Vincent Guigues Vincent Guigues (= 1×) peers Vitor Luiz de Matos

Countries citing papers authored by Vincent Guigues

Since Specialization

Citations

This map shows the geographic impact of Vincent Guigues's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Vincent Guigues with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vincent Guigues more than expected).

Fields of papers citing papers by Vincent Guigues

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Vincent Guigues. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Vincent Guigues. The network helps show where Vincent Guigues may publish in the future.

Co-authorship network of co-authors of Vincent Guigues

This figure shows the co-authorship network connecting the top 25 collaborators of Vincent Guigues. A scholar is included among the top collaborators of Vincent Guigues based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Vincent Guigues. Vincent Guigues is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Guigues, Vincent, et al.. (2023). A single cut proximal bundle method for stochastic convex composite optimization. Mathematical Programming. 208(1-2). 173–208.

Guigues, Vincent, et al.. (2022). Duality and sensitivity analysis of multistage linear stochastic programs. European Journal of Operational Research. 308(2). 752–767. 9 indexed citations

Guigues, Vincent, et al.. (2021). Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments. Computational Management Science. 18(2). 125–148. 8 indexed citations

Guigues, Vincent, Renato D. C. Monteiro, & B. F. Svaiter. (2021). Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems. SIAM Journal on Optimization. 31(3). 2084–2110. 2 indexed citations

Guigues, Vincent, Anatoli Juditsky, & Arkadi Nemirovski. (2020). Constant Depth Decision Rules for multistage optimization under\n uncertainty. arXiv (Cornell University). 1 indexed citations

Guigues, Vincent, Volker Krätschmer, & Alexander Shapiro. (2018). A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs. SIAM Journal on Optimization. 28(2). 1337–1366. 7 indexed citations

Guigues, Vincent, Anatoli Juditsky, & Arkadi Nemirovski. (2017). Non-asymptotic confidence bounds for the optimal value of a stochastic program. Optimization methods & software. 32(5). 1033–1058. 23 indexed citations

Guigues, Vincent. (2016). Multistep stochastic mirror descent for risk-averse convex stochastic programs based on extended polyhedral risk measures. Mathematical Programming. 163(1-2). 169–212. 6 indexed citations

Guigues, Vincent. (2016). Dual Dynamic Programing with cut selection: Convergence proof and numerical experiments. European Journal of Operational Research. 258(1). 47–57. 18 indexed citations

10.

Guigues, Vincent. (2013). SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning. Computational Optimization and Applications. 57(1). 167–203. 31 indexed citations

11.

Guigues, Vincent, Claudia Sagastizábal, & Jorge P. Zubelli. (2013). Robust Management and Pricing of Liquefied Natural Gas Contracts with Cancelation Options. Journal of Optimization Theory and Applications. 161(1). 179–198. 5 indexed citations

12.

Guigues, Vincent. (2012). Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process. Journal of nonparametric statistics. 24(4). 857–882. 1 indexed citations

13.

Guigues, Vincent, et al.. (2012). On Risk Aversion Optimization by Monte-Carlo Method. 181. 19–23. 1 indexed citations

14.

Guigues, Vincent & Werner Römisch. (2012). Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures. SIAM Journal on Optimization. 22(2). 286–312. 40 indexed citations

15.

Guigues, Vincent & Werner Römisch. (2012). SDDP for multistage stochastic linear programs based on spectral risk measures. Operations Research Letters. 40(5). 313–318. 11 indexed citations

16.

Guigues, Vincent & Claudia Sagastizábal. (2012). Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs. Operations Research Letters. 40(6). 478–483. 3 indexed citations

17.

Guigues, Vincent & Claudia Sagastizábal. (2011). The value of rolling-horizon policies for risk-averse hydro-thermal planning. European Journal of Operational Research. 217(1). 129–140. 38 indexed citations

18.

Guigues, Vincent & Werner Römisch. (2010). Sampling-based decomposition methods for risk-averse multistage programs. edoc Publication server (Humboldt University of Berlin). 2 indexed citations

19.

Guigues, Vincent. (2009). Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection. Computational Optimization and Applications. 48(3). 553–579. 7 indexed citations

20.

Guigues, Vincent. (2009). Robust production management. Optimization and Engineering. 10(4). 505–532. 19 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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