Publications scientifiques

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A journey beyond the Gaussian world: An interview with Harry Joe
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Dependence Modeling, 6(1), 288–297, 2018 référence BibTeX
Linear-quadratic mean field control: The Hamiltonian matrix and invariant subspace method
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2018 IEEE Conference on Decision and Control (CDC), Miami Beach, Florida, 4117–4122, 2018 référence BibTeX
Renewal Monte Carlo: Renewal theory based reinforcement learning
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2018 IEEE Conference on Decision and Control (CDC), Miami Beach, Florida, 5759–5764, 2018 référence BibTeX
On the interaction between autonomous mobility-on-demand and public transportation systems
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2018 21st International Conference on Intelligent Transportation Systems (ITSC), IEEE, Maui, HI, USA, 2262–2269, 2018 référence BibTeX
A new computational model of high-order stochastic simulation based on spatial Legendre moments
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Mathematical Geosciences, 50(8), 929–960, 2018 référence BibTeX
Optimum ConvergeCast scheduling in wireless sensor networks
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IEEE Transactions on Communications, 66(11), 5650–5661, 2018 référence BibTeX
Brand imitation: A dynamic-game approach
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International Journal of Production Economics, 205, 139–155, 2018 référence BibTeX
Option pricing and hedging for discrete time autoregressive hidden Markov model
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K. Glau et al. (eds), Innovations in Insurance, Risk- and Asset Management, World Scientific Publishing Company, 313–348, 2018 référence BibTeX
Replication methods for financial indexes
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K. Glau et al. (eds), Innovations in Insurance, Risk- and Asset Management, World Scientific Publishing Company, 421–448, 2018 référence BibTeX
Blackbox optimization for chance constrained hydro scheduling problems
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Proceedings of the 6th International Workshop on Hydro Scheduling in Competitive Electricity Markets. HSCM 2018, Springer, Cham, 1–7, 2018 référence BibTeX