| Publication | Date of Publication | Type |
|---|
On supply and network investment in power systems
4OR | 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
Mathematics of Operations Research | 2024-02-27 | Paper |
Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution
SIAM Journal on Optimization | 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
Applied Mathematics and Optimization | 2023-04-27 | Paper |
McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
(available as arXiv preprint) | 2022-12-01 | Paper |
Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations
Stochastics | 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
Monte Carlo Methods and Applications | 2022-01-17 | Paper |
Fokker-Planck equations with terminal condition and related McKean probabilistic representation
NoDEA. Nonlinear Differential Equations and Applications | 2022-01-12 | Paper |
Efficient Estimation of Equilibria in Large Aggregative Games With Coupling Constraints
IEEE Transactions on Automatic Control | 2021-07-26 | Paper |
A privacy-preserving method to optimize distributed resource allocation
SIAM Journal on Optimization | 2020-09-17 | Paper |
Decomposition of convex high dimensional aggregative stochasticcontrol problems
(available as arXiv preprint) | 2020-08-22 | Paper |
On the well-posedness of a class of McKean Feynman-Kac equations
(available as arXiv preprint) | 2020-03-06 | Paper |
Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-03-20 | Paper |
Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-03-20 | Paper |
Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations
Monte Carlo Methods and Applications | 2018-04-25 | Paper |
Unbiased Monte Carlo estimate of stochastic differential equations expectations
ESAIM: Probability and Statistics | 2017-08-28 | Paper |
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
Stochastic and Partial Differential Equations. Analysis and Computations | 2017-04-20 | Paper |
| Probabilistic representation of a class of non-conservative nonlinear partial differential equations | 2017-01-13 | Paper |
Probabilistic representation of a class of non-conservative nonlinear partial differential equations
(available as arXiv preprint) | 2017-01-13 | Paper |
Variance optimal hedging for continuous time additive processes and applications
Stochastics | 2014-08-14 | Paper |
On some expectation and derivative operators related to integral representations of random variables with respect to a PII process
Stochastic Analysis and Applications | 2013-04-22 | Paper |
Snell envelope with small probability criteria
Applied Mathematics and Optimization | 2013-02-18 | Paper |
An introduction to particle methods with financial applications
Springer Proceedings in Mathematics | 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
SIAM Journal on Financial Mathematics | 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.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
Stochastic Analysis and Applications | 2005-09-15 | Paper |
Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters
The Annals of Applied Probability | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 1666095 (Why is no real title available?) | 2001-10-23 | Paper |
