Publications

2018

• OPTIMAL INPUT POTENTIAL FUNCTIONS IN THE INTERACTING PARTICLE SYSTEM METHOD
  
  • Chraibi H
  • Dutfoy A
  • Galtier T
  • Garnier J.
  , 2018.
• A tropical geometry and discrete convexity approach to bilevel programming : application to smart data pricing in mobile telecommunication networks
  
  • Eytard Jean-Bernard
  , 2018.
• Taking into account thermal residual stresses in topology optimization of structures built by additive manufacturing
  
  • Allaire Grégoire
  • Jakabčin Lukas
  Mathematical Models and Methods in Applied Sciences, World Scientific Publishing, 2018, 28 (12), pp.2313-2366. (10.1142/S0218202518500501)
  DOI : 10.1142/S0218202518500501
• Option pricing under fast-varying and rough stochastic volatility
  
  • Garnier Josselin
  • Solna Knut
  Annals of Finance, Springer Verlag, 2018, 14 (4), pp.489-516. (10.1007/s10436-018-0325-4)
  DOI : 10.1007/s10436-018-0325-4
• Some Results on Skorokhod Embedding and Robust Hedging with Local Time
  
  • Claisse Julien
  • Guo Gaoyue
  • Henry-Labordère Pierre
  Journal of Optimization Theory and Applications, Springer Verlag, 2018, 179 (2), pp.569-597. (10.1007/s10957-017-1201-5)
  DOI : 10.1007/s10957-017-1201-5
• Noninvasive Imaging Through Random Media
  
  • Garnier Josselin
  • Solna Knut
  SIAM Journal on Applied Mathematics, Society for Industrial and Applied Mathematics, 2018, 78 (6), pp.3296-3315. (10.1137/18M1171977)
  DOI : 10.1137/18M1171977
• A bilevel optimization model for load balancing in mobile networks through price incentives
  
  • Akian Marianne
  • Bouhtou Mustapha
  • Eytard Jean-Bernard
  • Gaubert Stéphane
  , 2018.
• Model-adaptive optimal discretization of stochastic integrals
  
  • Gobet Emmanuel
  • Stazhynski Uladzislau
  Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2018, 91 (3), pp.321-351. (10.1080/17442508.2018.1539087)
  DOI : 10.1080/17442508.2018.1539087
• Data analysis for aircraft trajectory optimization
  
  • Rommel Cédric
  , 2018.
• Nonsmooth Aggregative Games with Coupling Constraints and Infinitely Many Classes of Players
  
  • Jacquot Paulin
  • Wan Cheng
  , 2018.
• Probabilistic modeling of space object controlled reentry and ground risk estimation
  
  • Sanson Francois
  • Bertorello Charles
  • Bouilly Jean-Marc
  • Congedo Pietro Marco
  , 2018.
• A relaxation scheme for two-phase multi-component flows
  
  • Baudin Michaël
  • Coquel Frédéric
  • Tran Quang Huy
  , 2018.
• Efficient Computation of Rare Events: Failure Probability and Quantile
  
  • Razaaly Nassim
  • Congedo Pietro Marco
  , 2018.
• Efficient uncertainty propagation in systems of solvers
  
  • Sanson Francois
  • Le Maitre Olivier
  • Congedo Pietro Marco
  , 2018.
• FEM-BEM Coupling for Electromagnetism with the Sparse Cardinal Sine Decomposition,
  
  • Alouges Francois
  • Aussal Matthieu
  • Parolin Emile
  ESAIM: Proceedings and Surveys, EDP Sciences, 2018, 63, pp.44-59. (10.1051/proc/201863044)
  DOI : 10.1051/proc/201863044
• Breakup prediction under uncertainty: application to Upper Stage controlled reentries from GTO orbit
  
  • Sanson Francois
  • Bertorello Charles
  • Bouilly Jean-Marc
  • Congedo Pietro Marco
  , 2018.
• Surrogate-Assisted Bounding-Box Approach Applied to Constrained Multi-Objective Optimisation Under Uncertainty
  
  • Rivier Mickael
  • Congedo Pietro Marco
  , 2018, pp.1-37.
• The Tamed Unadjusted Langevin Algorithm
  
  • Brosse Nicolas
  • Durmus Alain
  • Moulines Éric
  • Sabanis Sotirios
  Stochastic Processes and their Applications, Elsevier, 2018. (10.1016/j.spa.2018.10.002)
  DOI : 10.1016/j.spa.2018.10.002
• Asymptotic optimal pricing with asymmetric risk and applications in finance
  
  • Santa Brigida Pimentel Isaque
  , 2018.
• Uncertainty Quantification Framework for Complex Systems of Solvers
  
  • Sanson Francois
  • Le Maitre Olivier
  • Congedo Pietro Marco
  , 2018.
• GENERALIZED CRYSTALLINE EVOLUTIONS AS LIMITS OF FLOWS WITH SMOOTH ANISOTROPIES
  
  • Chambolle Antonin
  • Morini Massimiliano
  • Novaga Matteo
  • Ponsiglione Marcello
  Analysis & PDE, Mathematical Sciences Publishers, 2018, 12 (3), pp.789–813.
• Analysis and optimisation of a variational model for mixed Gaussian and Salt & Pepper noise removal
  
  • Calatroni Luca
  • Papafitsoros Kostas
  , 2018.
• Phase-field approximation for some branched transportation problems
  
  • Ferrari Luca Alberto Davide
  , 2018.
• Robust Optimization of a Supersonic ORC Turbine Cascade under a probabilistic constraint: a Quantile Formulation
  
  • Razaaly Nassim
  • Persico Giacomo
  • Congedo Pietro Marco
  , 2018.
• Robust Optimization of a Supersonic ORC Turbine Cascade: a Quantile-based Approach
  
  • Razaaly Nassim
  • Persico Giacomo
  • Gori Giulio
  • Congedo Pietro Marco
  , 2018.