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 2020 · math.OCShow all

3 papers · 2 filters

math.OC2020★ 52 cited

Hierarchical coupled routing-charging model of electric vehicles, stations and grid operators

Benoît Sohet, Yezekael Hayel, Olivier Beaude +1

Electric Vehicles' (EVs) growing number has various consequences, from reducing greenhouse gas emissions and local pollution to altering traffic congestion and electricity consumpt…

math.OC2020★ 2 cited

Decomposition of convex high dimensional aggregative stochasticcontrol problems

Adrien Séguret, Clémence Alasseur, J. Frédéric Bonnans +3

We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a m…

math.OC2020★ 12 cited

Logarithmic regret for episodic continuous-time linear-quadratic reinforcement learning over a finite-time horizon

Matteo Basei, Xin Guo, Anran Hu +1

We study finite-time horizon continuous-time linear-quadratic reinforcement learning problems in an episodic setting, where both the state and control coefficients are unknown to t…