Oudjane, Nadia

1. Branching diffusion representation of semilinear PDEs and Monte Carlo approximation
   2016/03/05 by Henry-Labordere, Pierre, Oudjane, Nadia, Tan, Xiaolu +2 · 4 citations
   #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
2. Variance optimal hedging for continuous time additive processes and applications
   2013/02/08 by Sandra Goutte, Goutte, Stéphane, Nadia Oudjane +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
3. Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
   2015/04/15 by Lecavil, Anthony, Oudjane, Nadia, Russo, Francesco · 1 citation
   #FOS: Mathematics #Probability (math.PR)
4. McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
   2019/12/06 by Izydorczyk, Lucas, Oudjane, Nadia, Russo, Francesco · 1 citation
   #FOS: Mathematics #Probability (math.PR)
5. Approximate Nash equilibria in large nonconvex aggregative games
   2020/11/25 by Liu, Kang, Oudjane, Nadia, Wan, Cheng · 1 citation
   #91A06 (Primary) 90C26 (Secondary) #FOS: Mathematics #Optimization and Control (math.OC)
6. Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution
   2022/04/05 by Bonnans, J. Frédéric, Liu, Kang, Oudjane, Nadia +2 · 1 citation
   #49M20 #49M27 #90C06 #90M26 #FOS: Mathematics #Optimization and Control (math.OC)
7. A Privacy-preserving Disaggregation Algorithm for Non-intrusive Management of Flexible Energy
   2019/03/07 by Jacquot, Paulin, Beaude, Olivier, Benchimol, Pascal +2 · 1 citation
   #FOS: Computer and information sciences #FOS: Mathematics #Multiagent Systems (cs.MA) #Optimization and Control (math.OC)
8. A Privacy-preserving Method to Optimize Distributed Resource Allocation
   2019/08/07 by Olivier Beaude, Beaude, Olivier, Pascal Benchimol +7 · 1 citation
   Computer Science · Engineering · #Cryptography and Data Security #Cryptography and Security (cs.CR) #FOS: Computer and information sciences #FOS: Mathematics #Multiagent Systems (cs.MA) #Optimization and Control (math.OC) #Privacy-Preserving Technologies in Data #Smart Grid Security and Resilience
9. Analysis and Implementation of a Hourly Billing Mechanism for Demand\n Response Management
   2017/12/22 by Paulin Jacquot, Jacquot, Paulin, Olivier Beaude +5 · 1 citation
   Engineering · Energy · #Smart Grid Energy Management #Electric Power System Optimization #Energy Efficiency and Management
10. MetaCURL: Non-stationary Concave Utility Reinforcement Learning
    2024/05/30 by Moreno, Bianca Marin, Brégère, Margaux, Gaillard, Pierre +1 · 1 citation
    #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability (math.PR) #Statistics Theory (math.ST)