Nadia Oudjane

Available identifiers

zbMath Open oudjane.nadiaMaRDI QIDQ523373

List of research outcomes

Publication	Date of Publication	Type
On supply and network investment in power systems	2024-12-20	Paper
Decomposed resolution of finite-state aggregative optimal control problems	2024-07-05	Paper
Approximate Nash Equilibria in Large Nonconvex Aggregative Games	2024-02-27	Paper
Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution	2023-11-29	Paper
An entropy penalized approach for stochastic control problems. Complete version	2023-09-04	Paper
Decomposition of convex high dimensional aggregative stochastic control problems	2023-04-27	Paper
McKean Feynman-Kac probabilistic representations of non-linear partial differential equations	2022-12-01	Paper
Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations	2022-07-08	Paper
Decomposed resolution of finite-state aggregative optimal control problems	2022-04-14	Paper
A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems	2022-01-17	Paper
Fokker-Planck equations with terminal condition and related McKean probabilistic representation	2022-01-12	Paper
Efficient Estimation of Equilibria in Large Aggregative Games With Coupling Constraints	2021-07-26	Paper
A privacy-preserving method to optimize distributed resource allocation	2020-09-17	Paper
Decomposition of convex high dimensional aggregative stochasticcontrol problems	2020-08-22	Paper
On the well-posedness of a class of McKean Feynman-Kac equations	2020-03-06	Paper
Branching diffusion representation of semilinear PDEs and Monte Carlo approximation	2019-03-20	Paper
Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations	2018-04-25	Paper
Unbiased Monte Carlo estimate of stochastic differential equations expectations	2017-08-28	Paper
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations	2017-04-20	Paper
Probabilistic representation of a class of non-conservative nonlinear partial differential equations	2017-01-13	Paper
Variance optimal hedging for continuous time additive processes and applications	2014-08-14	Paper
On some expectation and derivative operators related to integral representations of random variables with respect to a PII process	2013-04-22	Paper
Snell envelope with small probability criteria	2013-02-18	Paper
An introduction to particle methods with financial applications	2012-09-28	Paper
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets	2012-05-18	Paper
On the Robustness of the Snell Envelope	2012-04-19	Paper
Snell envelope with path dependent multiplicative optimality criteria	2010-08-18	Paper
Variance Optimal Hedging for continuous time processes with independent increments and applications	2009-12-02	Paper
A sequential particle algorithm that keeps the particle system alive	2007-05-03	Paper
A robustification approach to stability and to uniform particle approximation of nonlinear filters: the example of pseudo-mixing signals.	2005-11-29	Paper
Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals	2005-09-15	Paper
Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters	2004-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q2753036	2001-10-23	Paper

Research outcomes over time

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