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Romuald Elie
Romuald Elie
Deepmind & Université Gustave Eiffel
Geverifieerd e-mailadres voor u-pem.fr - Homepage
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Mastering the game of Stratego with model-free multiagent reinforcement learning
J Perolat, B De Vylder, D Hennes, E Tarassov, F Strub, V de Boer, ...
Science 378 (6623), 990-996, 2022
2482022
Reinforcement learning in economics and finance
A Charpentier, R Elie, C Remlinger
Computational Economics, 1-38, 2021
2062021
Discrete-time approximation of decoupled forward–backward SDE with jumps
B Bouchard, R Elie
Stochastic Processes and their Applications 118 (1), 53-75, 2008
1942008
Fictitious play for mean field games: Continuous time analysis and applications
S Perrin, J Pérolat, M Laurière, M Geist, R Elie, O Pietquin
Advances in neural information processing systems 33, 13199-13213, 2020
1422020
On the convergence of model free learning in mean field games
R Elie, J Perolat, M Laurière, M Geist, O Pietquin
Proceedings of the AAAI Conference on Artificial Intelligence 34 (05), 7143-7150, 2020
140*2020
Stochastic target problems with controlled loss
B Bouchard, R Elie, N Touzi
SIAM Journal on Control and Optimization 48 (5), 3123-3150, 2010
1332010
Game Plan: What AI can do for Football, and What Football can do for AI
K Tuyls, S Omidshafiei, P Muller, Z Wang, J Connor, D Hennes, I Graham, ...
Journal of Artificial Intelligence Research 71, 41-88, 2021
1172021
Optimal lifetime consumption and investment under a drawdown constraint
R Elie, N Touzi
Finance and Stochastics 12, 299-330, 2008
1112008
A tale of a principal and many, many agents
R Elie, T Mastrolia, D Possamaï
Mathematics of Operations Research 44 (2), 440-467, 2019
1102019
Optimal control under stochastic target constraints
B Bouchard, R Elie, C Imbert
SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010
1052010
A simple constructive approach to quadratic BSDEs with or without delay
P Briand, R Elie
Stochastic processes and their applications 123 (8), 2921-2939, 2013
1042013
Contact rate epidemic control of COVID-19: an equilibrium view
R Elie, E Hubert, G Turinici
Mathematical Modelling of Natural Phenomena 15, 35, 2020
1032020
COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability
A Charpentier, R Elie, M Laurière, VC Tran
Mathematical Modelling of Natural Phenomena 15, 57, 2020
932020
Scaling up mean field games with online mirror descent
J Perolat, S Perrin, R Elie, M Laurière, G Piliouras, M Geist, K Tuyls, ...
arXiv preprint arXiv:2103.00623, 2021
772021
Contracting theory with competitive interacting agents
R Elie, D Possamaï
SIAM Journal on Control and Optimization 57 (2), 1157-1188, 2019
742019
Concave utility reinforcement learning: The mean-field game viewpoint
M Geist, J Pérolat, M Laurière, R Elie, S Perrin, O Bachem, R Munos, ...
arXiv preprint arXiv:2106.03787, 2021
732021
BSDEs with mean reflection
P Briand, R Elie, Y Hu
The Annals of Applied Probability 28 (1), 482-510, 2018
692018
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
JF Chassagneux, R Elie, I Kharroubi
602011
Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs
B Bouchard, R Elie, N Touzi
Advanced financial modelling 8, 91-124, 2009
602009
Mean–field moral hazard for optimal energy demand response management
R Elie, E Hubert, T Mastrolia, D Possamaï
Mathematical Finance 31 (1), 399-473, 2021
592021
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Artikelen 1–20