Maximilien Germain

MaRDI QIDQ2022969zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection Numerical Algebra, Control and Optimization	2023-07-26	Paper
Numerical resolution of McKean-Vlasov FBSDEs using neural networks Methodology and Computing in Applied Probability	2023-02-17	Paper
Rate of convergence for particle approximation of PDEs in Wasserstein space Journal of Applied Probability	2022-11-14	Paper
A numerical scheme for stochastic differential equations with distributional drift Stochastic Processes and their Applications	2022-10-27	Paper
DeepSets and their derivative networks for solving symmetric PDEs Journal of Scientific Computing	2022-06-21	Paper
Approximation error analysis of some deep backward schemes for nonlinear PDEs SIAM Journal on Scientific Computing	2022-01-13	Paper
Neural networks-based backward scheme for fully nonlinear PDEs SN Partial Differential Equations and Applications	2021-05-03	Paper
DeepSets and their derivative networks for solving symmetric PDEs (available as arXiv preprint)	2021-03-01	Paper
Neural networks-based backward scheme for fully nonlinear PDEs (available as arXiv preprint)	2019-07-31	Paper

Research outcomes over time

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