output
20092022
most citedFast and stable multivariate kernel density estimation by fast sum updating

52 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2021 · math.OCShow all

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math.OC2021

A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection

Maximilien Germain, Huyên Pham, Xavier Warin

We consider the control of McKean-Vlasov dynamics (or mean-field control) with probabilistic state constraints. We rely on a level-set approach which provides a representation of t…

math.OC2021

DeepSets and their derivative networks for solving symmetric PDEs

Maximilien Germain, Mathieu Laurière, Huyên Pham +1

Machine learning methods for solving nonlinear partial differential equations (PDEs) are hot topical issues, and different algorithms proposed in the literature show efficient nume…