Articles ACLR, actes internat., livres, ... OC depuis 2023
Soumis
Articles (revues avec comité de lecture) (19)
- A PDE WITH DRIFT OF NEGATIVE BESOV INDEX AND LINEAR GROWTH SOLUTIONS
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- A Two-Timescale Decision-Hazard-Decision Formulation for Prospective Studies in Energy Systems Under Uncertainty
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soumis - A unifying vision of Particle Filtering and Explicit Dual Control
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soumis - An entropy penalized approach for stochastic control problems. Complete version
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soumis [ ] - Bi-objective finite horizon optimal control problems with Bolza and maximum running cost
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soumis - Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result
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soumis [ ] - Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process
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soumis - Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems
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soumis - Deterministic optimal control on Riemannian manifolds under probability knowledge of the initial condition
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soumis - Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
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soumis - Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
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Preprint hal-03285204, soumis [ ] - Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties
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soumis [ ] - Quadratization and convexification in polynomial binary optimization
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soumis - Reduced dissipation effect in stochastic transport by Gaussian noise with regularity greater than 1/2
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soumis [ ] - Robust MILP formulations for the two-stage weighted vertex p-center problem
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soumis - SDEs WITH SINGULAR COEFFICIENTS: THE MARTINGALE PROBLEM VIEW AND THE STOCHASTIC DYNAMICS VIEW
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soumis [ ] - Statistical Linearization for Robust Motion Planning
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soumis - Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation
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soumis - Weak Dirichlet processes and generalized martingale problems
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Preprint HAL 01241073, soumis [ ]
À paraître
Articles (revues avec comité de lecture) (2)
- On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity
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Mathematical Control and Related Fields (MCRF), à paraître
- Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes.
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To appear: Bernoulli, à paraître [ ]
2023
Articles (revues avec comité de lecture) (4)
- Extrapolation-based Prediction-Correction Methods for Time-varying Convex Optimization
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Signal Processing, pp. 109089, Elsevier, may, 2023 - McKean SDEs with singular coefficients
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Annales de l'Institut Henri Poincaré. Probabilités et Statistiques., vol. 59 (3), pp. 1530–1548, sep, 2023 [ ] - On SDEs for Bessel Processes in low dimension and path-dependent extensions
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ALEA, Lat. Am. J. Probab. Math. Sta., vol. 20, pp. 1111-1138, 2023 [ ] - Time Blocks Decomposition of Multistage Stochastic Optimization Problems
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Journal of Convex Analysis, 2023 
Nombre de publications affichées : 25