output
20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

135 papers

math.OC2026

BORWin: Exact algorithm based on a Bi-Objective Relaxation for Window-constrained problems

Christian Artigues, Pascale Bendotti, Alexandre Heintzmann +2

A mixed integer maximization problem involving several additional constraints defined with both a lower and an upper bound is considered. It is assumed that one of such constraints…

math.OC2026

Online Markov Decision Processes with Terminal Law Constraints

Bianca Marin Moreno, Margaux Brégère, Pierre Gaillard +1

Traditional reinforcement learning usually assumes either episodic interactions with resets or continuous operation to minimize average or cumulative loss. While episodic settings…

math.OC2025

Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty

Camila Martinez Parra, Michel de Lara, Jean-Philippe Chancelier +2

The increasing penetration of renewable energy requires greater use of storage resources to manage system intermittency. As a result, there is growing interest in evaluating the op…

eess.SY2025★ 1 cited

Investigation of resonance between HVDC-MMC link and AC network

Iva Radecic, Bozidar Filipovic-Grcic, Paul Akiki +2

HVDC networks offer several advantages over traditional HVAC systems, particularly for long-distance power transmission and integration of renewable energy sources, such as reduced…

eess.SY2025★ 1 cited

Verification of low-frequency signal injection method for earth-fault detection

Nina Stipetic, Bozidar Filipovic-Grcic, Igor Ziger +4

Unearthed neutral is commonly used in networks which require continuous power supply. This is common in MV circuits of industrial and power plants. Unearthed networks can remain in…

cs.LG2025

Achieving Skilled and Reliable Daily Probabilistic Forecasts of Wind Power at Subseasonal-to-Seasonal Timescales over France

Eloi Lindas, Yannig Goude, Philippe Ciais

In a growing renewable based energy system, accurate and reliable wind power forecasts are crucial for grid stability, balancing supply and demand and market risk management. Even…