I agree that this site is using cookies. You can find further informations here.
X
Oudjane, Nadia
244  results:
Search for persons X
?
1

A decentralized algorithm for a mean field control problem ..:

Séguret, Adrien ; Le Corre, Thomas ; Oudjane, Nadia
ESAIM: Probability and Statistics.  28 (2024)  - p. 22-45 , 2024
Link: https://doi.org/10.1051/..
 
?
2

On supply and network investment in power systems:

van Ackooij, Wim ; Oudjane, Nadia
4OR.  , 2024
Link: https://doi.org/10.1007/..
 
?
3

Large-Scale Nonconvex Optimization: Randomization, Gap Esti..:

Bonnans, J. Frédéric ; Liu, Kang ; Oudjane, Nadia..
SIAM Journal on Optimization.  33 (2023)  4 - p. 3083-3113 , 2023
Link: https://doi.org/10.1137/..
 
?
4

Decomposition of Convex High Dimensional Aggregative Stocha..:

Seguret, Adrien ; Alasseur, Clemence ; Bonnans, J. Frédéric...
Applied Mathematics & Optimization.  88 (2023)  1 - p. , 2023
Link: https://doi.org/10.1007/..
 
?
5

Fokker–Planck equations with terminal condition and related..:

Izydorczyk, Lucas ; Oudjane, Nadia ; Russo, Francesco.
Nonlinear Differential Equations and Applications NoDEA.  29 (2022)  1 - p. , 2022
Link: https://doi.org/10.1007/..
 
?
6

A Privacy-preserving Decentralized Algorithm for Distributi..:

, In: 2022 IEEE 61st Conference on Decision and Control (CDC),
Bilenne, Olivier ; Franci, Barbara ; Jacquot, Paulin... - p. 4143-4148 , 2022
Link: https://doi.org/10.1109/..
 
?
7

McKean Feynman-Kac Probabilistic Representations of Non-lin..:

, In: Geometry and Invariance in Stochastic Dynamics; Springer Proceedings in Mathematics & Statistics,
Izydorczyk, Lucas ; Oudjane, Nadia ; Russo, Francesco - p. 187-212 , 2021
Link: https://doi.org/10.1007/..
 
?
8

A Privacy-Preserving Method to Optimize Distributed Resourc..:

Beaude, Olivier ; Benchimol, Pascal ; Gaubert, Stéphane..
SIAM Journal on Optimization.  30 (2020)  3 - p. 2303-2336 , 2020
Link: https://doi.org/10.1137/..
 
?
9

A Privacy-preserving Disaggregation Algorithm for Non-intru..:

, In: 2019 IEEE 58th Conference on Decision and Control (CDC),
Jacquot, Paulin ; Beaude, Olivier ; Benchimol, Pascal.. - p. 890-896 , 2019
Link: https://doi.org/10.1109/..
 
?
10

Forward Feynman-Kac type representation for semilinear non-..:

Le Cavil, Anthony ; Oudjane, Nadia ; Russo, Francesco
Stochastics.  91 (2019)  8 - p. 1206-1248 , 2019
Link: https://doi.org/10.1080/..
 
?
11

Particle system algorithm and chaos propagation related to ..:

Le Cavil, Anthony ; Oudjane, Nadia ; Russo, Francesco
Stochastics and Partial Differential Equations: Analysis and Computations.  5 (2016)  1 - p. 1-37 , 2016
Link: https://doi.org/10.1007/..
 
?
12

On Some Expectation and Derivative Operators Related to Int..:

Goutte, Stéphane ; Oudjane, Nadia ; Russo, Francesco
Stochastic Analysis and Applications.  31 (2013)  1 - p. 108-141 , 2013
Link: https://doi.org/10.1080/..
 
?
13

Variance optimal hedging for continuous time additive proce..:

Goutte, Stéphane ; Oudjane, Nadia ; Russo, Francesco
Stochastics.  86 (2013)  1 - p. 147-185 , 2013
Link: https://doi.org/10.1080/..
 
?
14

Snell Envelope with Small Probability Criteria:

Del Moral, Pierre ; Hu, Peng ; Oudjane, Nadia
Applied Mathematics & Optimization.  66 (2012)  3 - p. 309-330 , 2012
Link: https://doi.org/10.1007/..
 
?
15

On the Robustness of the Snell Envelope:

Del Moral, Pierre ; Hu, Peng ; Oudjane, Nadia.
SIAM Journal on Financial Mathematics.  2 (2011)  1 - p. 587-626 , 2011
Link: https://doi.org/10.1137/..
 
1-15