Romuald Elie

Cited by

	All	Since 2018
Citations	2148	1490
h-index	27	22
i10-index	43	37

460

230

115

345

200820092010201120122013201420152016201720182019202020212022202311 24 37 38 66 46 105 86 125 83 90 89 177 265 424 442

Public access

View all

11 articles

0 articles

available

not available

Based on funding mandates

Co-authors

Mathieu LaurièreAssistant professor of Mathematics and Data Science, NYU ShanghaiVerified email at nyu.edu
Olivier PietquinGoogle Brain (On leave of Professor at University of Lille - CRIStAL - SequeL team)Verified email at univ-lille.fr
julien perolatDeepMindVerified email at google.com
Matthieu GeistGoogle DeepMind (on leave of Professor, Université de Lorraine)Verified email at univ-lorraine.fr
bruno bouchardUniversité Paris Dauphine - PSLVerified email at ceremade.dauphine.fr
Sarah PerrinPhD student, INRIA / CNRS / Univ. LilleVerified email at inria.fr
Dylan PossamaïFull Professor, ETH Zürich, MathematicsVerified email at math.ethz.ch
TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
Jean-François ChassagneuxProfessor of Applied Mathematics, Université Paris Cité, LPSMVerified email at lpsm.paris
Georgios PiliourasSingapore University of Technology and DesignVerified email at sutd.edu.sg
Arthur CharpentierUniversité du Québec à MontréalVerified email at uqam.ca
Karl TuylsResearch Scientist, Google DeepMind and Professor of computer science, University of LiverpoolVerified email at google.com
Thibaut MastroliaUC BerkeleyVerified email at berkeley.edu
Emma HubertAssistant Professor, Princeton UniversityVerified email at princeton.edu
Viet Chi TranUniv Gustave Eiffel, UPEMVerified email at univ-eiffel.fr
Ivar EkelandProfessorVerified email at math.ubc.ca
Tomoyuki IchibaDepartment of Statistics and Applied Probability, University of California Santa BarbaraVerified email at pstat.ucsb.edu
Mike LudkovskiProfessor, UC Santa BarbaraVerified email at pstat.ucsb.edu

Romuald Elie

Deepmind & Université Gustave Eiffel

Verified email at u-pem.fr - Homepage

stochastic control game theory reinforcement learning


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Discrete-time approximation of decoupled forward–backward SDE with jumps B Bouchard, R Elie Stochastic Processes and their Applications 118 (1), 53-75, 2008	185	2008
Stochastic target problems with controlled loss B Bouchard, R Elie, N Touzi SIAM Journal on Control and Optimization 48 (5), 3123-3150, 2010	125	2010
Optimal lifetime consumption and investment under a drawdown constraint R Elie, N Touzi Finance and Stochastics 12, 299-330, 2008	102	2008
On the convergence of model free learning in mean field games R Elie, J Perolat, M Laurière, M Geist, O Pietquin Proceedings of the AAAI Conference on Artificial Intelligence 34 (05), 7143-7150, 2020	100*	2020
Optimal control under stochastic target constraints B Bouchard, R Elie, C Imbert SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010	100	2010
Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021	96	2021
A simple constructive approach to quadratic BSDEs with or without delay P Briand, R Elie Stochastic processes and their applications 123 (8), 2921-2939, 2013	93	2013
A tale of a principal and many, many agents R Elie, T Mastrolia, D Possamaï Mathematics of Operations Research 44 (2), 440-467, 2019	84	2019
Fictitious play for mean field games: Continuous time analysis and applications S Perrin, J Pérolat, M Laurière, M Geist, R Elie, O Pietquin Advances in Neural Information Processing Systems 33, 13199-13213, 2020	83	2020
Contact rate epidemic control of COVID-19: an equilibrium view R Elie, E Hubert, G Turinici Mathematical Modelling of Natural Phenomena 15, 35, 2020	76	2020
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability A Charpentier, R Elie, M Laurière, VC Tran Mathematical Modelling of Natural Phenomena 15, 57, 2020	71	2020
Contracting theory with competitive interacting agents R Elie, D Possamaï SIAM Journal on Control and Optimization 57 (2), 1157-1188, 2019	67	2019
Game Plan: What AI can do for Football, and What Football can do for AI K Tuyls, S Omidshafiei, P Muller, Z Wang, J Connor, D Hennes, I Graham, ... Journal of Artificial Intelligence Research 71, 41-88, 2021	64	2021
Mastering the game of Stratego with model-free multiagent reinforcement learning J Perolat, B De Vylder, D Hennes, E Tarassov, F Strub, V de Boer, ... Science 378 (6623), 990-996, 2022	62	2022
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs JF Chassagneux, R Elie, I Kharroubi	60	2011
Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs B Bouchard, R Elie, N Touzi Advanced financial modelling 8, 91-124, 2009	53	2009
BSDEs with mean reflection P Briand, R Elie, Y Hu The Annals of Applied Probability 28 (1), 482-510, 2018	49	2018
Scaling up mean field games with online mirror descent J Perolat, S Perrin, R Elie, M Laurière, G Piliouras, M Geist, K Tuyls, ... arXiv preprint arXiv:2103.00623, 2021	43	2021
Concave utility reinforcement learning: the mean-field game viewpoint M Geist, J Pérolat, M Lauriere, R Elie, S Perrin, O Bachem, R Munos, ... arXiv preprint arXiv:2106.03787, 2021	41	2021
Mean–field moral hazard for optimal energy demand response management R Elie, E Hubert, T Mastrolia, D Possamaï Mathematical Finance 31 (1), 399-473, 2021	39	2021

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors