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.

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Showing 2025 · math.OCShow all

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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…

math.OC2025

An entropy penalized approach for stochastic optimization with marginal law constraints. Complete version

Thibaut Bourdais, Nadia Oudjane, Francesco Russo

This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonic…

math.OC2025

State-space reduction techniques exploiting specific constraints for quantum search Application to a specific job scheduling problem

Rodolphe Griset, Ioannis Lavdas, Jiri Guth Jarkovsky

Quantum search has emerged as one of the most promising fields in quantum computing. State-of-the-art quantum search algorithms enable the search for specific elements in a distrib…

math.OC2025

Growth model with externalities for energetic transition via MFG with common external variable

Pierre Lavigne, Quentin Petit, Xavier Warin

This article introduces a novel mean-field game model for multi-sector economic growth in which a dynamically evolving externality, influenced by the collective actions of agents,…