Romuald Elie

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Mathieu LaurièreAssistant professor of Mathematics and Data Science, NYU ShanghaiAdresse e-mail validée de nyu.edu
bruno bouchardUniversité Paris Dauphine - PSLAdresse e-mail validée de ceremade.dauphine.fr
Olivier PietquinGoogle Brain (On leave of Professor at University of Lille - CRIStAL - SequeL team)Adresse e-mail validée de univ-lille.fr
julien perolatDeepMindAdresse e-mail validée de google.com
Matthieu GeistGoogle Research, Brain Team (on leave of Professor, Université de Lorraine)Adresse e-mail validée de univ-lorraine.fr
TOUZI NizarEcole PolytechniqueAdresse e-mail validée de polytechnique.edu
Sarah PerrinPhD student, INRIA / CNRS / Univ. LilleAdresse e-mail validée de inria.fr
Dylan PossamaïFull Professor, ETH Zürich, MathematicsAdresse e-mail validée de math.ethz.ch
Jean-François ChassagneuxProfessor of Applied Mathematics, Université de Paris, LPSMAdresse e-mail validée de lpsm.paris
Arthur Charpentieruniversité du quebec a MontrealAdresse e-mail validée de uqam.ca
Karl TuylsResearch Scientist, Google DeepMind and Professor of computer science, University of LiverpoolAdresse e-mail validée de google.com
Thibaut MastroliaUC BerkeleyAdresse e-mail validée de berkeley.edu
Emma HubertAssistant Professor, Princeton UniversityAdresse e-mail validée de princeton.edu
Georgios PiliourasSingapore University of Technology and DesignAdresse e-mail validée de sutd.edu.sg
Viet Chi TranUniv Gustave Eiffel, UPEMAdresse e-mail validée de univ-eiffel.fr
Ivar EkelandProfessorAdresse e-mail validée de math.ubc.ca
Tomoyuki IchibaDepartment of Statistics and Applied Probability, University of California Santa BarbaraAdresse e-mail validée de pstat.ucsb.edu
Mike LudkovskiProfessor, UC Santa BarbaraAdresse e-mail validée de pstat.ucsb.edu

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Romuald Elie

Deepmind & Université Gustave Eiffel

Adresse e-mail validée de u-pem.fr - Page d'accueil

stochastic control game theory reinforcement learning


Titre Trier par citations Trier par année Trier par titre	Citée par Citée par	Année
Discrete-time approximation of decoupled forward–backward SDE with jumps B Bouchard, R Elie Stochastic Processes and their Applications 118 (1), 53-75, 2008	174	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 (3), 299-330, 2008	92	2008
Optimal control under stochastic target constraints B Bouchard, R Elie, C Imbert SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010	90	2010
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	83	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	70	2019
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	60*	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	57	2020
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs JF Chassagneux, R Elie, I Kharroubi Electronic Communications in Probability 16, 120-128, 2011	56	2011
Contact rate epidemic control of COVID-19: an equilibrium view R Elie, E Hubert, G Turinici Mathematical Modelling of Natural Phenomena 15, 35, 2020	54	2020
Contracting theory with competitive interacting agents R Elie, D Possamaï SIAM Journal on Control and Optimization 57 (2), 1157-1188, 2019	54	2019
Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021	47	2021
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	44	2009
Probabilistic representation and approximation for coupled systems of variational inequalities R Elie, I Kharroubi Statistics & probability letters 80 (17-18), 1388-1396, 2010	36	2010
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	35	2020
BSDE representations for optimal switching problems with controlled volatility R Elie, I Kharroubi Stochastics and Dynamics 14 (03), 1450003, 2014	35*	2014
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections∗ R Elie, I Kharroubi ESAIM: Probability and Statistics 18, 233-250, 2014	31	2014
Discrete-time approximation of multidimensional BSDEs with oblique reflections JF Chassagneux, R Elie, I Kharroubi The Annals of Applied Probability 22 (3), 971-1007, 2012	31	2012
BSDEs with mean reflection P Briand, R Elie, Y Hu The Annals of Applied Probability 28 (1), 482-510, 2018	28	2018
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	27	2021

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