OC peer-reviewed papers, int. proceedings, books, ... since 2023
Submitted
Papers in peer-reviewed journals (19)
- A Markovian characterization of the exponential twist of probability measures
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submitted [
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- A Two-Timescale Decision-Hazard-Decision Formulation for Prospective Studies in Energy Systems Under Uncertainty
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submitted - A unifying vision of Particle Filtering and Explicit Dual Control
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submitted - About semilineat low dimension Bessel PDEs
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submitted [ ] - An entropy penalized approach for stochastic control problems. Complete version
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submitted [ ] - Bi-objective finite horizon optimal control problems with Bolza and maximum running cost
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submitted - Co-Contraction Embodies Uncertainty: An Optimal Feedforward Strategy for Robust Motor Control
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submitted
- Degenerate McKean-Vlasov equations with drift in anisotropic negative Besov spaces
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submitted [ ] - Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
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submitted - Inverse optimal control problem in the non autonomous linear-quadratic case
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submitted - Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
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submitted - Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
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Preprint hal-03285204, submitted [ ] - Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties
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submitted [ ] - Quadratization and convexification in polynomial binary optimization
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submitted - Reduced dissipation effect in stochastic transport by Gaussian noise with regularity greater than 1/2
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submitted [ ] - Robust MILP formulations for the two-stage weighted vertex p-center problem
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submitted - The L 2 -norm of the forward stochastic integral w.r.t. fractional Brownian motion H > 1 2
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submitted [ ] - The isometry of symmetric-Stratonovich integrals w.r.t. Fractional Brownian motion $H< \frac{1}{2}$
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submitted [ ] - Verification theorem related to a zero sum stochastic differential game via Fukushima-Dirichlet decomposition. Verification theorem
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submitted [ ]
To appear
Papers in peer-reviewed journals (2)
- Complexity Bounds for Deterministic Partially Observed Markov Decision Processes
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Annals of Operations Research, to appear - Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation
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SIAM Journal on Optimization, to appear
2024
Papers in peer-reviewed journals (9)
- A PDE WITH DRIFT OF NEGATIVE BESOV INDEX AND LINEAR GROWTH SOLUTIONS
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Differential and Integral Equations, vol. 37 (9-10), pp. 585-622, oct, 2024 [ ] - Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result
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Stochastics: An International Journal Of Probability And Stochastic Processes, pp. 1-24, sep, 2024 [ ] - Decomposition Methods for Monotone Two-Time-Scale Stochastic Optimization Problems
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Computational Management Science, feb, 2024 - Preface of the proceedings: ICNAAO-2022
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The Journal of Analysis, jan, 2024 - Relaxed-Inertial Proximal Point Algorithms for Nonconvex Equilibrium Problems with Applications
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Journal of Optimization Theory and Applications, Springer Verlag, jan, 2024 - Rough paths and symmetric-Stratonovich integrals driven by singular covariance Gaussian processes.
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Bernoulli, vol. 30 (2), pp. 1197-1230, may, 2024 [ ] - SDEs WITH SINGULAR COEFFICIENTS: THE MARTINGALE PROBLEM VIEW AND THE STOCHASTIC DYNAMICS VIEW
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Journal of Theoretical Probability, apr, 2024 [ ] - Statistical Linearization for Robust Motion Planning
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Systems and Control Letters, vol. 189, pp. 105825, Elsevier, may, 2024 - Weak Dirichlet processes and generalized martingale problems
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Stochastic Processs and Their Applications, vol. 170, pp. 104261, apr, 2024 [ ]
2023
Papers in peer-reviewed journals (8)
- Deterministic optimal control on Riemannian manifolds under probability knowledge of the initial condition
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SIAM Journal on Mathematical Analysis, Society for Industrial and Applied Mathematics, 2023 - Extrapolation-based Prediction-Correction Methods for Time-varying Convex Optimization
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Signal Processing, pp. 109089, Elsevier, may, 2023 - McKean SDEs with singular coefficients
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Annales de l'Institut Henri Poincaré. Probabilités et Statistiques., vol. 59 (3), pp. 1530–1548, sep, 2023 [ ] - On SDEs for Bessel Processes in low dimension and path-dependent extensions
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ALEA, Lat. Am. J. Probab. Math. Sta., vol. 20, pp. 1111-1138, 2023 [ ] - On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity
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Mathematical Control and Related Fields, AIMS, 2023 - Robust Motion Planning of the Powered Descent of a Space Vehicle
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IFAC-PapersOnLine, vol. 56 (2), pp. 2001-2006, Elsevier, 2023 - Stochastic incremental mirror descent algorithms with Nesterov smoothing
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Numerical Algorithms, Springer Verlag, aug, 2023 - Time Blocks Decomposition of Multistage Stochastic Optimization Problems
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Journal of Convex Analysis, 2023 
Publications number: 38