451 citations
- École Nationale Supérieure de Techniques AvancéesFR146 papers
- Centre National de la Recherche ScientifiqueFR70 papers
- École PolytechniqueFR55 papers
- Laboratoire d'Optique AppliquéeFR43 papers
- Université Paris-SaclayFR43 papers
- Institut national de recherche en sciences et technologies du numériqueFR27 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR17 papers
- Institut Polytechnique de ParisFR16 papers
- POEMS: Propagation des Ondes : Etude Mathématique et SimulationanFR11 papers
- Unité de Mathématiques AppliquéesFR10 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR7 papers
- CERMICSFR7 papers
7 papers · 1 filter
Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
Giorgio Fabbri, Francesco Russo
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Di…
GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization
Claudia Ceci, Alessandra Cretarola, Francesco Russo
In this paper we provide Galtchouk-Kunita-Watanabe representation results in the case where there are restrictions on the available information. This allows to prove existence and…
Off-Policy Actor-Critic
Thomas Degris, Martha White, Richard S. Sutton
This paper presents the first actor-critic algorithm for off-policy reinforcement learning. Our algorithm is online and incremental, and its per-time-step complexity scales linearl…
A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags
K. Aouchiche, J. Frederic Bonnans, Giovanni Granato +1
This work presents a stochastic dynamic programming (SDP) algorithm that aims at minimizing an economic criteria based on the total energy consumption of a range extender electric…
Do finite size neutrally buoyant particles cluster?
Lionel Fiabane, Romain Volk, Jean-Francois Pinton +3
We investigate the preferential concentration of particles which are neutrally buoyant but with a diameter significantly larger than the dissipation scale of the carrier flow. Such…
Impact of microstructure, temperature and strain ratio on energy-based low- cycle fatigue life prediction models for TiAl alloys
Anne-Lise Gloanec, Thomas Milani, Gilbert Henaff
In this paper, two fatigue lifetime prediction models are tested on TiAl intermetallic using results from uniaxial low-cycle fatigue tests. Both assessments are based on dissipated…