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Warin, Xavier
242
results:
Search for persons
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Format
Online (242)
Mediatypes
Articles (Online) (30)
OpenAccess-fulltext (212)
Languages
english (186)
french (4)
Sorted by: Relevance
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1
The GroupMax Neural Network Approximation of Convex Functio..:
Warin, Xavier
IEEE Transactions on Neural Networks and Learning Systems. , 2024
Link:
https://doi.org/10.1109/..
?
2
Neural networks for first order HJB equations and applicati..:
Bokanowski, Olivier
;
Prost, Averil
;
Warin, Xavier
Partial Differential Equations and Applications. 4 (2023) 5 - p. , 2023
Link:
https://doi.org/10.1007/..
?
3
Reservoir optimization and machine learning methods:
Warin, Xavier
EURO Journal on Computational Optimization. 11 (2023) - p. 100068 , 2023
Link:
https://doi.org/10.1016/..
?
4
Mean-field neural networks: Learning mappings on Wasserstei..:
Pham, Huyên
;
Warin, Xavier
Neural Networks. 168 (2023) - p. 380-393 , 2023
Link:
https://doi.org/10.1016/..
?
5
Approximation Error Analysis of Some Deep Backward Schemes ..:
Germain, Maximilien
;
Pham, Huyên
;
Warin, Xavier
SIAM Journal on Scientific Computing. 44 (2022) 1 - p. A28-A56 , 2022
Link:
https://doi.org/10.1137/..
?
6
Numerical Resolution of McKean-Vlasov FBSDEs Using Neural N..:
Germain, Maximilien
;
Mikael, Joseph
;
Warin, Xavier
Methodology and Computing in Applied Probability. 24 (2022) 4 - p. 2557-2586 , 2022
Link:
https://doi.org/10.1007/..
?
7
DeepSets and Their Derivative Networks for Solving Symmetri..:
Germain, Maximilien
;
Laurière, Mathieu
;
Pham, Huyên
.
Journal of Scientific Computing. 91 (2022) 2 - p. , 2022
Link:
https://doi.org/10.1007/..
?
8
Rate of convergence for particle approximation of PDEs in W..:
Germain, Maximilien
;
Pham, Huyên
;
Warin, Xavier
Journal of Applied Probability. 59 (2022) 4 - p. 992-1008 , 2022
Link:
https://doi.org/10.1017/..
?
9
Incentives, lockdown, and testing: from Thucydides' analysi..:
Hubert, Emma
;
Mastrolia, Thibaut
;
Possamaï, Dylan
.
Journal of Mathematical Biology. 84 (2022) 5 - p. , 2022
Link:
https://doi.org/10.1007/..
?
10
Neural networks-based backward scheme for fully nonlinear P..:
Pham, Huyên
;
Warin, Xavier
;
Germain, Maximilien
SN Partial Differential Equations and Applications. 2 (2021) 1 - p. , 2021
Link:
https://doi.org/10.1007/..
?
11
Fast multivariate empirical cumulative distribution functio..:
Langrené, Nicolas
;
Warin, Xavier
Computational Statistics & Data Analysis. 162 (2021) - p. 107267 , 2021
Link:
https://doi.org/10.1016/..
?
12
Option valuation and hedging using an asymmetric risk funct..:
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
Finance and Stochastics. 24 (2020) 3 - p. 633-675 , 2020
Link:
https://doi.org/10.1007/..
?
13
Regression Monte Carlo for microgrid management:
Alasseur, Clemence
;
Balata, Alessandro
;
Ben Aziza, Sahar
...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 46-67 , 2019
Link:
https://doi.org/10.1051/..
?
14
Some non monotone schemes for Hamilton-Jacobi-Bellman equat..:
Warin, Xavier
;
Bouchard, B.
;
Chassagneux, J.-F.
...
ESAIM: Proceedings and Surveys. 65 (2019) - p. 476-497 , 2019
Link:
https://doi.org/10.1051/..
?
15
Machine Learning for Semi Linear PDEs:
Chan-Wai-Nam, Quentin
;
Mikael, Joseph
;
Warin, Xavier
Journal of Scientific Computing. 79 (2019) 3 - p. 1667-1712 , 2019
Link:
https://doi.org/10.1007/..
1-15