Publications scientifiques

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Recovery rate risk and credit spreads in a hybrid credit risk model
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Journal of Credit Risk, 9(3), 3–39, 2013 référence BibTeX
Mean Field Game Theory for Systems with Major and Minor Agents: Nonlinear Theory and Mean Field Estimation
Mean Field Games and Related Topics - 2, Padova, Italy, 2013 référence BibTeX
Threshold herd size for commercial viability of biomass waste to energy conversion systems on rural farms
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Applied Energy, 108, 308–322, 2013 référence BibTeX
\(\epsilon\)-Nash mean field games theory for nonlinear stochastic dynamical systems with major and minor agents
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SIAM Journal on Control and Optimization, 51(4), 3302–3331, 2013 référence BibTeX
On the optimal control of impulsive hybrid systems on Riemannian manifolds
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SIAM Journal on Control and Optimization, 51(4), 3127–3153, 2013 référence BibTeX
Optimal control for hybrid systems with partitioned state space
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IEEE Transactions on Automatic Control, 58(8), 2131–2136, 2013 référence BibTeX
Optimal decentralized control of coupled subsystems with control sharing
IEEE Transactions on Automatic Control, 58(9), 2377–2382, 2013 référence BibTeX
Constraint selection in a build-up interior-point cutting-plane method for solving relaxations of the stable-set problem
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Mathematical Methods of Operations Research, 78(1), 35–59, 2013 référence BibTeX
Upper and lower bounds for convex value functions of derivative contracts
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Economic Modelling, 34, 69–75, 2013 référence BibTeX
Metamaterial design by mesh adaptive direct search
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K. Diest (ed.), Numerical Methods for Metamaterial Design Topics in Applied Physics, 127, Springer, 71–96, 2013 référence BibTeX