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

425 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 2026 · math.OCShow all

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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…