Clémence Alasseur

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 mean field model for the development of renewable capacities Mathematics and Financial Economics	2024-01-10	Paper
Decomposition of convex high dimensional aggregative stochastic control problems Applied Mathematics and Optimization	2023-04-27	Paper
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets	2023-03-30	Paper
A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings	2022-09-08	Paper
Quadratic Regularization of Bilevel Pricing Problems and Application to Electricity Retail Markets	2021-10-06	Paper
Computation and implementation of an optimal mean field control for smart charging	2021-10-01	Paper
A principal-agent approach to capacity remuneration mechanisms International Journal of Theoretical and Applied Finance	2021-03-16	Paper
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts	2021-01-15	Paper
Decomposition of convex high dimensional aggregative stochasticcontrol problems (available as arXiv preprint)	2020-08-22	Paper
An adverse selection approach to power pricing SIAM Journal on Control and Optimization	2020-03-11	Paper
An extended mean field game for storage in smart grids Journal of Optimization Theory and Applications	2020-02-26	Paper
Peer-to-peer electricity market analysis: from variational to generalized Nash equilibrium European Journal of Operational Research	2020-01-08	Paper
Regression Monte Carlo for microgrid management ESAIM: Proceedings and Surveys	2019-07-11	Paper
Ergodic control of a heterogeneous population and application to electricity pricing (available as arXiv preprint)	N/A	Paper
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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