Fokker–Planck equations with terminal condition and related McKean probabilistic representation von Izydorczyk, Lucas, Oudjane, Nadia, Russo, Francesco, Tessitore, Gianmario

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Stability and Uniform Approximation of Nonlinear Filters Using the Hilbert Metric and Application to Particle Filters von Le Gland, François, Nadia Oudjane

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On supply and network investment in power systems von van Ackooij, Wim, Oudjane, Nadia

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Approximate Nash Equilibria in Large Nonconvex Aggregative Games von Liu, Kang, Oudjane, Nadia, Wan, Cheng

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Analysis and Implementation of an Hourly Billing Mechanism for Demand Response Management von Jacquot, Paulin, Beaude, Olivier, Gaubert, Stephane, Oudjane, Nadia

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Efficient Estimation of Equilibria in Large Aggregative Games With Coupling Constraints von Jacquot, Paulin, Wan, Cheng, Beaude, Olivier, Oudjane, Nadia

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A decentralized algorithm for a mean field control problem of piecewise deterministic Markov processes von Séguret, Adrien, Le Corre, Thomas, Oudjane, Nadia

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Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution von Bonnans, J. Frédéric, Liu, Kang, Oudjane, Nadia, Pfeiffer, Laurent, Wan, Cheng

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A Privacy-Preserving Method to Optimize Distributed Resource Allocation von Beaude, Olivier, Benchimol, Pascal, Gaubert, Stéphane, Jacquot, Paulin, Oudjane, Nadia

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Decomposition of Convex High Dimensional Aggregative Stochastic Control Problems von Seguret, Adrien, Alasseur, Clemence, Bonnans, J. Frédéric, De Paola, Antonio, Oudjane, Nadia, Trovato, Vincenzo

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McKean Feynman-Kac Probabilistic Representations of Non-linear Partial Differential Equations von Izydorczyk, Lucas, Oudjane, Nadia, Russo, Francesco

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Probabilistic representation of a class of non-conservative nonlinear Partial Differential Equations von Le Cavil, Anthony, Oudjane, Nadia, Russo, Francesco

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Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations: About probabilistic representation of non-conservative PDEs von Le Cavil, Anthony, Oudjane, Nadia, Russo, Francesco

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Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations von Le Cavil, Anthony, Oudjane, Nadia, Russo, Francesco

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Numerical Methods in Finance: Bordeaux, June 2010 von Carmona, René A, Hu, Peng, Moral, Pierre Del, Oudjane, Nadia

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A Markovian characterization of the exponential twist of probability measures von Bourdais, Thibaut, Oudjane, Nadia, Russo, Francesco

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Snell Envelope with Small Probability Criteria von Del Moral, Pierre, Hu, Peng, Oudjane, Nadia

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An entropy penalized approach for stochastic control problems. Complete version von Bourdais, Thibaut, Oudjane, Nadia, Russo, Francesco

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Global Optimization Algorithm through High-Resolution Sampling von Cortild, Daniel, Delplancke, Claire, Oudjane, Nadia, Peypouquet, Juan

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MetaCURL: Non-stationary Concave Utility Reinforcement Learning von Moreno, Bianca Marin, Brégère, Margaux, Gaillard, Pierre, Oudjane, Nadia

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