Julien (Zhihao) CEN
Ph.D. in Applied Mathematics
I join Amazon.com as an OR scientist.
Seattle, WA, USA
- With Bonnans, F., Christel, T. Energy contracts management by stochastic programming techniques, special issue of "Annals of Operations Research" on "stochastic programming".
- With Bonnans, F., Christel, T. Sensitivity analysis of energy contracts management problem by stochastic programming techniques, Numerical Methods in Finance, in series of Springer Proceeding in Mathematics, 2011, edited by R. Carmona, P. Del Moral, P. Hu, N. Oudjane.
- Solving multi-stage stochastic mixed integer linear programs by the dual dynamic programming approach, (optimization online).
- LNG portfolio optimization, The 20th International Symposium of Mathematical Programming (ISMP), Chicago USA, Aug. 2009.
- LNG contracts managements: optimal decision and sensitivity analysis, Conférence de la SMAI sur l'optimisation et la décision (SMAI-MODE), Limoges, Mar. 2010.
- Stochastic dual dynamic programming technique in finance: from swing to LNG portfolio, Workshop on numerical methods in finance - ALEA, Bordeaux, Jun. 2010.
- Stochastic dual dynamic programming technique and its application in energy contracts portfolio optimization, the international conference on continuous optimization (ICCOPT), Santiago, Chile, Jul. 2010.
- Cutting plane technique and its application in energy contracts portfolio optimization, 12th International Conference on Stochastic Programming (SP XII), Halifax, Canada, Aug. 2010.
- Sensitivity analysis of energy contracts managements problem, Congrès SMAI, Bretagne, May 2011.
Subject : LNG portfolio optimization by stochastic programming technique (in collaboration with Total).
Advisor : J. Frédéric Bonnans.
Jury : Pierre Bonami, Frédéric Bonnans, Thibault Christel, Michel De Lara, Emmanuel Gobet (president), René Henrion, Gilles Pagès.
Mention : with highest honors (très honorable).
Thesis dissertation (first chapter, introduction) (version Dec. 05).