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

425 citations

researchers with a paper here

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

collaborating institutions
Showing 2017 · math.OCShow all

2 papers · 2 filters

math.OC2017★ 17 cited

Demand Side Management in the Smart Grid: an Efficiency and Fairness Tradeoff

Paulin Jacquot, Olivier Beaude, Stéphane Gaubert +1

We compare two Demand Side Management (DSM) mechanisms, introduced respectively by Mohsenian-Rad et al (2010) and Baharlouei et al (2012), in terms of efficiency and fairness. Each…

math.OC2017★ 66 cited

Log-barrier interior point methods are not strongly polynomial

Xavier Allamigeon, Pascal Benchimol, Stéphane Gaubert +1

We prove that primal-dual log-barrier interior point methods are not strongly polynomial, by constructing a family of linear programs with inequalities in dimension for…