Nadia Oudjane

发表

Pierre Del Moral, Peng Hu, Nadia Oudjane, 2011, SIAM J. Financial Math..

A Privacy-preserving Method to Optimize Distributed Resource Allocation pdf

Nadia Oudjane, Paulin Jacquot, Stéphane Gaubert, 2019, SIAM J. Optim..

Efficient Estimation of Equilibria of Large Congestion Games with Heterogeneous Players pdf

Nadia Oudjane, Paulin Jacquot, Cheng Wan, 2018, ArXiv.

Demand side management in the smart grid: An efficiency and fairness tradeoff

Nadia Oudjane, Paulin Jacquot, Stéphane Gaubert, 2017, 2017 IEEE PES Innovative Smart Grid Technologies Conference Europe (ISGT-Europe).

PARTICLE METHODS FOR MULTIMODAL FILTERING

Christian Musso, Nadia Oudjane, N. Oudjane, 2010 .

A sequential particle algorithm that keeps the particle system alive

Nadia Oudjane, François LeGland, F. LeGland, 2005, 2005 13th European Signal Processing Conference.

Decomposition of High Dimensional Aggregative Stochastic Control Problems

Vincenzo Trovato, Nadia Oudjane, Antonio De Paola, 2020 .

L2-density estimation under constraints

Christian Musso, Nadia Oudjane, N. Oudjane, 2009, 2009 17th European Signal Processing Conference.

Demand response in the smart grid: The impact of consumers temporal preferences

Nadia Oudjane, Paulin Jacquot, Stéphane Gaubert, 2017, 2017 IEEE International Conference on Smart Grid Communications (SmartGridComm).

Efficient Estimation of Equilibria in Large Aggregative Games with Coupling Constraints pdf

Cheng Wan, Nadia Oudjane, Paulin Jacquot, 2019, ArXiv.

An Introduction to Particle Methods with Financial Applications

Pierre Del Moral, Nadia Oudjane, René Carmona, 2012 .

A Privacy-preserving Disaggregation Algorithm for Non-intrusive Management of Flexible Energy

Nadia Oudjane, Paulin Jacquot, Stéphane Gaubert, 2019, 2019 IEEE 58th Conference on Decision and Control (CDC).

Analysis and Implementation of an Hourly Billing Mechanism for Demand Response Management

Nadia Oudjane, Paulin Jacquot, Stéphane Gaubert, 2017, IEEE Transactions on Smart Grid.

Monte-Carlo algorithms for a forward Feynman–Kac-type representation for semilinear nonconservative partial differential equations

Nadia Oudjane, Francesco Russo, Anthony Le Cavil, 2018, Monte Carlo Methods Appl..

Improving Regularised Particle Filters

Christian Musso, Nadia Oudjane, François Le Gland, 2001, Sequential Monte Carlo Methods in Practice.

Numerical methods in finance

Pierre Del Moral, Nadia Oudjane, Peng Hu, 2012 .

A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems

Francesco Russo, Nadia Oudjane, Lucas Izydorczyk, 2021, Monte Carlo Methods Appl..

Synergistic approach of multi-energy models for a European optimal energy system management tool

Danny Pudjianto, Goran Strbac, Mauro Dell'Amico, 2021 .

A privacy-preserving distributed computational approach for distributed locational marginal prices pdf

Mathias Staudigl, Nadia Oudjane, Paulin Jacquot, 2021, ArXiv.

Particle methods for multimodal filtering. Application to terrain navigation

Christian Musso, Nadia Oudjane, 1999 .

Snell envelope with path dependent multiplicative optimality criteria

Pierre Del Moral, Nadia Oudjane, P. Moral, 2010, 1008.3034.

Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations

Francesco Russo, Nadia Oudjane, N. Oudjane, 2015, 1504.03882.

Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations

Francesco Russo, Nadia Oudjane, N. Oudjane, 2016, Stochastics.

Branching diffusion representation of semilinear PDEs and Monte Carlo approximation

Nadia Oudjane, Xiaolu Tan, Nizar Touzi, 2016, Annales de l'Institut Henri Poincaré, Probabilités et Statistiques.

Computing expectations for general SDE with pure Monte Carlo methods

Nadia Oudjane, Xavier Warin, N. Oudjane, 2016 .

Unbiased Monte Carlo estimate of stochastic differential equations expectations

Nadia Oudjane, Xavier Warin, N. Oudjane, 2016, 1601.03139.

Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations

Francesco Russo, Nadia Oudjane, N. Oudjane, 2016, Stochastics and Partial Differential Equations: Analysis and Computations.

A particle implementation of the recursive MLE for partially observed diffusions

François Le Gland, Nadia Oudjane, Arnaud Guyader, 2003 .