Stochastic maximum principle for optimal control of non exchangeable mean-field systems
(with I. Kharroubi and S. Mekkaoui), arXiv:2506.05595
Robust time series generation via Schrödinger bridge: a comprehensive evaluation
(with A. Alouadi, B. Barreau and L. Carlier), arXiv: 2503.02943
Linear-quadratic optimal control for non-exchangeable mean field SDEs and applications to systemic risk
(with A. De Crescenzo and F. De Feo), submitted, arXiv:2503.03318
Trading with propagators and constraints: applications to optimal execution and optimal storage
(with E. Abi Jaber and N. De Carvalho), submitted, arXiv:2409.12098
Full error analysis of policy gradient learning algorithms for exploratory linear quadratic mean field control problem in continuous time with common noise
(with N. Frikha and X. Song), submitted, arXiv:2408.02489
Mean field control of non exchangeable systems (with A. De Crescenzo, M. Fuhrman, I. Kharroubi)
submitted, arXiv:2407.18635
Control randomisation approach for policy gradient and application to reinforcement learning in optimal switching (with R. Denkert and X. Warin)
Applied Mathematics and Optimization, 2025, vol. 91(9), DOI: https://doi.org/10.1007/s00245-024-10207-5 arXiv: 2404.17939
Nonlinear graphon mean-field systems (with F. Coppini and A. De Crescenzo)
Stochastic Processes and their Applications, 2025, vol. 190, https://doi.org/10.1016/j.spa.2025.104728
Actor critic learning algorithms for mean field control with moment neural networks (with X. Warin)
Methodology and Computing in Applied Probability, 2025, vol. 27(13). DOI:https://doi.org/10.1007/s11009-025-10142-0 [arXiv:2309.04317]
A randomisation method for mean-field control problems with common noise (with R. Denkert and I. Kharroubi)
submitted, [arXiv: 2412.20782]
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation (with D. Coculescu and M. Motte)
Mathematical and Financial Economics, 2024, vol. 18, 333-377, DOI : 10.1007/s11579-024-00355-1, [arXiv:2306.16553]
Generative modeling for time series via Schrödinger bridge (with M. Hamdouche and P. Henry-Labordère)
Submitted, [ResearchGate], [arXiv:2304.05093]
Actor-critic learning for mean-field control in continuous time (with N. Frikha, M. Germain, M. Laurière, and X. Song)
Journal of Machine Learning Research (JMLR), 2025, vol. 26, 1-42.
Mean-field neural networks-based algorithms for McKean-Vlasov control problems (with X. Warin)
Journal of Machine Learning, 2024, vol. 3, 176-214. [ResearchGate], [arXiv:2212.11518]
Optima bidding strategies for digital advertising (with M. Motte)
[Researchgate], [arXiv:2111.08311]
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (with A. Cosso, F. Gozzi, I. Kharroubi, M. Rosestolato)
Transactions of the American Mathematical Society, 2024, vol. 377, 31-83. DOI: https://doi.org/10.1090/tran/8986, [arXiv:2107.10535],