| Neural networks-based backward scheme for fully nonlinear PDEs H Pham, X Warin, M Germain SN Partial Differential Equations and Applications 2 (1), 16, 2021 | 92 | 2021 |
| Neural networks-based algorithms for stochastic control and PDEs in finance M Germain, H Pham, X Warin arXiv preprint arXiv:2101.08068, 2021 | 63 | 2021 |
| Numerical resolution of McKean-Vlasov FBSDEs using neural networks M Germain, J Mikael, X Warin Methodology and Computing in Applied Probability 24 (4), 2557-2586, 2022 | 44 | 2022 |
| Approximation error analysis of some deep backward schemes for nonlinear PDEs M Germain, H Pham, X Warin SIAM Journal on Scientific Computing 44 (1), A28-A56, 2022 | 39 | 2022 |
| Deep backward multistep schemes for nonlinear PDEs and approximation error analysis M Germain, H Pham, X Warin arXiv preprint arXiv:2006.01496, 2020 | 27 | 2020 |
| DeepSets and their derivative networks for solving symmetric PDEs M Germain, M Laurière, H Pham, X Warin Journal of Scientific Computing 91 (2), 63, 2022 | 24 | 2022 |
| Rate of convergence for particle approximation of PDEs in Wasserstein space M Germain, H Pham, X Warin Journal of Applied Probability 59 (4), 992-1008, 2022 | 22 | 2022 |
| A numerical scheme for stochastic differential equations with distributional drift T De Angelis, M Germain, E Issoglio Stochastic Processes and their applications 154, 55-90, 2022 | 13 | 2022 |
| A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection M Germain, H Pham, X Warin arXiv preprint arXiv:2112.11059, 2021 | 8 | 2021 |
| Actor-Critic learning for mean-field control in continuous time N Frikha, M Germain, M Laurière, H Pham, X Song arXiv preprint arXiv:2303.06993, 2023 | 7 | 2023 |
| Machine learning for stochastic control and partial differential equations in high dimension M Germain Université Paris Cité, 2022 | | 2022 |
| Méthodes d’apprentissage automatique pour la résolution de problèmes de contrôle stochastique et d’équations aux dérivées partielles en grande dimension M Germain Université Paris Cité, 2022 | | 2022 |
Xavier WarinEDFVerified email at edf.fr
