Romuald Elie

Available identifiers

zbMath Open elie.romualdMaRDI QIDQ433899

List of research outcomes

Publication	Date of Publication	Type
Mean–field moral hazard for optimal energy demand response management	2023-09-27	Paper
A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times	2023-09-15	Paper
Mean-field reflected backward stochastic differential equations	2023-07-31	Paper
Evolutionary Dynamics and Phi-Regret Minimization in Games	2022-08-02	Paper
Fairness guarantee in multi-class classification	2021-09-28	Paper
Contact rate epidemic control of COVID-19: an equilibrium view	2021-07-19	Paper
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability	2021-07-19	Paper
Conditional Loss and Deep Euler Scheme for Time Series Generation	2021-02-10	Paper
A Tale of a Principal and Many, Many Agents	2020-03-12	Paper
An Adverse Selection Approach to Power Pricing	2020-03-11	Paper
Large Banking Systems with Default and Recovery: A Mean Field Game Model	2020-01-28	Paper
Contracting Theory with Competitive Interacting Agents	2019-03-29	Paper
On a Class of Path-Dependent Singular Stochastic Control Problems	2018-09-25	Paper
BSDEs with mean reflection	2018-05-25	Paper
Regularity of BSDEs with a convex constraint on the gains-process	2018-02-15	Paper
OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT	2015-10-20	Paper
Approximate hedging for nonlinear transaction costs on the volume of traded assets	2015-08-04	Paper
When terminal facelift enforces delta constraints	2015-03-30	Paper
BSDEs with weak terminal condition	2015-03-27	Paper
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections	2015-02-17	Paper
BSDE representations for optimal switching problems with controlled volatility	2014-07-18	Paper
On the expectation of normalized Brownian functionals up to first hitting times	2014-05-02	Paper
A simple constructive approach to quadratic BSDEs with or without delay	2014-04-28	Paper
A note on utility based pricing and asymptotic risk diversification	2013-02-26	Paper
Discrete-time approximation of multidimensional BSDEs with oblique reflections	2012-07-08	Paper
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs	2011-09-09	Paper
Stochastic Target Problems with Controlled Loss	2010-10-20	Paper
Optimal Control under Stochastic Target Constraints	2010-10-20	Paper
Probabilistic representation and approximation for coupled systems of variational inequalities	2010-08-26	Paper
https://portal.mardi4nfdi.de/entity/Q3550821	2010-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q3656686	2010-01-13	Paper
Double Kernel Estimation of Sensitivities	2009-10-08	Paper
Finite time Merton strategy under drawdown constraint: a viscosity solution approach	2009-07-24	Paper
Optimal lifetime consumption and investment under a drawdown constraint	2009-02-28	Paper
Discrete-time approximation of decoupled Forward-Backward SDE with jumps	2008-02-06	Paper
Kernel estimation of Greek weights by parameter randomization	2008-01-28	Paper

Research outcomes over time

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