Concepedia

Laetitia Andrieu

LA

5

Publications

132

Citations

5

H-Index

2007

Active since

Affiliations

Électricité de France (France)(Current)

Portland State University

University of Arkansas at Little Rock

École nationale des ponts et chaussées

Laetitia Andrieu is an author at Électricité de France (France) specializing in engineering, business, and finance.

Top concepts

FinanceBusinessEngineeringManagementAsset PricingRisk ManagementEnergy ManagementOperations ResearchPortfolio SelectionSystems Engineering

Publications per year

2007–2011

5

Publications

5

A model for dynamic chance constraints in hydro power reservoir management

Laetitia Andrieu, R. Henrion, Werner Römisch · European Journal of Operational Research · 2010 · 62 citations · Full text

Engineering, Water Resources, Energy Management +9

Risk in Transport Investments

André de Palma, Nathalie Picard, Laetitia Andrieu · Networks and Spatial Economics · 2009 · 27 citations

Economics, Financial Risk Management, Risk Management +8

Gradient-based simulation optimization under probability constraints

Laetitia Andrieu, Guy Cohen, Felisa J. Vázquez-Abad · European Journal of Operational Research · 2011 · 21 citations

Engineering, Continuous Optimization, Probability Constraints +5

Portfolio management under epistemic uncertainty using stochastic dominance and information-gap theory

Daniel Berleant, Laetitia Andrieu, Jean‐Philippe Argaud et al. · International Journal of Approximate Reasoning · 2007 · 12 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +10

Second Order Stochastic Dominance Portfolio Optimization for an Electric Energy Company

M.-P. Cheong, G.B. Sheblé, Daniel Berleant et al. · 2007 · 10 citations

Mathematical Programming, Engineering, Electric Energy Company +20

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