Germain, Maximilien

1. Approximation error analysis of some deep backward schemes for nonlinear PDEs
   2020/06/02 by Maximilien Germain, Germain, Maximilien, Huyên Pham +3 · 6 citations
   Physics and Astronomy · Economics, Econometrics and Finance · Engineering · #Model Reduction and Neural Networks #Stochastic processes and financial applications #Energy Load and Power Forecasting
2. Neural networks-based backward scheme for fully nonlinear PDEs
   2019/07/31 by Pham, Huyen, Warin, Xavier, Germain, Maximilien · 3 citations
   #Analysis of PDEs (math.AP) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Neural and Evolutionary Computing (cs.NE) #Optimization and Control (math.OC) #Probability (math.PR)
3. Numerical resolution of McKean-Vlasov FBSDEs using neural networks
   2019/09/27 by Germain, Maximilien, Mikael, Joseph, Warin, Xavier · 3 citations
   #35Q89 #49N80 #65C30 #68T07 #FOS: Mathematics #Optimization and Control (math.OC)
4. Neural networks-based algorithms for stochastic control and PDEs in finance
   2021/01/20 by Maximilien Germain, Huyên Pham, Germain, Maximilien +3 · 2 citations
   Computer Science · Physics and Astronomy · Engineering · #Neural Networks and Applications #Model Reduction and Neural Networks #Energy Load and Power Forecasting
5. Rate of convergence for particle approximation of PDEs in Wasserstein space
   2021/03/01 by Germain, Maximilien, Pham, Huyên, Warin, Xavier · 2 citations
   #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
6. Actor-Critic learning for mean-field control in continuous time
   2023/03/13 by Noufel Frikha, Frikha, Noufel, Maximilien Germain +7 · 2 citations
   Computer Science · #Adaptive Dynamic Programming Control #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Reinforcement Learning in Robotics
7. A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection
   2021/12/21 by Germain, Maximilien, Pham, Huyên, Warin, Xavier · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)