| Discrete-time approximation of decoupled forward–backward SDE with jumps B Bouchard, R Elie Stochastic Processes and their Applications 118 (1), 53-75, 2008 | 161 | 2008 |
| Stochastic target problems with controlled loss B Bouchard, R Elie, N Touzi SIAM Journal on Control and Optimization 48 (5), 3123-3150, 2010 | 112 | 2010 |
| Optimal lifetime consumption and investment under a drawdown constraint R Elie, N Touzi Finance and Stochastics 12 (3), 299-330, 2008 | 82 | 2008 |
| Optimal control under stochastic target constraints B Bouchard, R Elie, C Imbert SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010 | 81 | 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 | 67 | 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 | 50 | 2019 |
| 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 | 49 | 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 | 41* | 2009 |
| Contracting theory with competitive interacting agents R Elie, D Possamaï SIAM Journal on Control and Optimization 57 (2), 1157-1188, 2019 | 36 | 2019 |
| Probabilistic representation and approximation for coupled systems of variational inequalities R Elie, I Kharroubi Statistics & probability letters 80 (17-18), 1388-1396, 2010 | 35 | 2010 |
| BSDE representations for optimal switching problems with controlled volatility R Elie, I Kharroubi Stochastics and Dynamics 14 (03), 1450003, 2014 | 34* | 2014 |
| Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections R Elie, I Kharroubi ESAIM: Probability and Statistics 18, 233-250, 2014 | 30 | 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 | 30 | 2012 |
| BSDEs with weak terminal condition B Bouchard, R Elie, A Réveillac Annals of Probability 43 (2), 572-604, 2015 | 22 | 2015 |
| On the convergence of model free learning in mean field games R Elie, J Pérolat, M Laurière, M Geist, O Pietquin Proceedings of the AAAI Conference on Artificial Intelligence 34 (05), 7143-7150, 2020 | 21* | 2020 |
| Kernel estimation of Greek weights by parameter randomization R Elie, JD Fermanian, N Touzi The Annals of Applied Probability 17 (4), 1399-1423, 2007 | 21 | 2007 |
| Contrôle stochastique et méthodes numériques en finance mathématique R Elie ENSAE ParisTech, 2006 | 21 | 2006 |
| 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 | 20 | 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 | 19 | 2020 |
| BSDEs with mean reflection P Briand, R Elie, Y Hu The Annals of Applied Probability 28 (1), 482-510, 2018 | 19 | 2018 |
bruno bouchardUniversité Paris Dauphine - PSLAdresse e-mail validée de ceremade.dauphine.fr
