Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Asynchronous optimization for machine learning.

Optimisation, Optimization, Parallelization, Parallélisation, Prédiction structurée, RNN, Réduction de variance, Structured prediction, Variance reduction

Acceleration in optimization.

Acceleration, Accélération, Extrapolation, Optimisation, Optimization

Metric Learning for Temporal Sequence Alignment.

Dynamic time warping, Frank-Wolfe, Machine learning, Music information, Optimization, Score following, Structured prediction

Study of some models from game theory in the medium field.

Economy, Jeux en champ moyen, Mean field games, Models, Modèles, Optimisation, Optimization, Physique statistique, Statistical physics, Stocahstic, Stochastique, Économie

Optimization and Simulation Based Cost-Benefit Analysis on a Residential Demand Response : Applications to the French and South Korean Demand Response Mechanisms.

Cost-Benefit Analysis (CBA), Customer Baseline Load (CBL), Demand Response (DR), L'analyse de sensibilité, L'optimisation, L'opérateur d'effacement, La courbe de référence, La simulation Monte Carlo, Load Aggregator (LA), L’Analyse coûts-bénéfices, L’effacement de la consommation électrique, Monte Carlo Simulation, NEBEF, Optimization, Sensitivity Analysis (SA)

Discretization of processes with stopping times and uncertainty quantification for stochastic algorithms.

Algorithmes stochastiques, Discretisation, Discretization, Optimisation, Optimization, Processus stochastiques, Quantification d'incertitude, Stochastic algorithms, Stochastic processes, Stopping time, Temps d'arret, Uncertainty quantification

Mathematical contributions for the optimization and regulation of electricity production.

Aging, Electricity, Electricité, Game Theory, Mechanism Design, Micro réseau, Microgrid, Mécanismes d'incitation, Optimisation, Optimization, Théorie des jeux, Vieillissement

A Stochastic Continuous Time Model for Microgrid Energy Management.

HJB, Microgrid, Microgrid energy management, Optimization, Stochastic control

A stochastic continuous time model for microgrid energy management.

HJB, Microgrid, Microgrid energy management, Optimization, Stochastic control

BocopHJB 1.0.1 – User Guide.

Dynamic programming, HJB, Optimal control, Optimal switching, Optimization, Spaceship, Stochastic control

Mathematical contributions for the optimization and regulation of electricity production.

Aging, Electricity, Electricité, Game Theory, Mechanism Design, Micro réseau, Microgrid, Mécanismes d'incitation, Optimisation, Optimization, Théorie des jeux, Vieillissement

The conditions for the emergence of a bioenergy sector.

Ambiguity, Ambiguïté, Bioenergy, Bioénergie, CO2 price, Investissement irréversible, Irreversible investment, Optimisation, Optimization, Prix du CO2, Torrefaction, Torréfaction