The first author has been supported by the grant of the Russian Federation for the state support of research, Agreement No 14 B25 31 0029. This research has also been supported by the European Research Council, ERC StG 2009 "GeCoMethods," contract number 239748 and by the iCODE institute, research project of the Idex Paris-Saclay. The second and third authorswere supported by theGrant ANR-15-CE40-0018 of the ANR. The third author was supported by the SMAI project "BOUM". This research, benefited from the support of the "FMJH Program Gaspard Monge in optimization and operation research", and from the support to this program from EDF. We thank the Chinese University of Hong Kong, where part of this project has been carried out.
Received: 13.09.2015
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