Voir aussi

• [Multi angle] Forward and backward simulation of Euler scheme / Auteur de la Conférence Gobet, Emmanuel.
• [Multi angle] Mean field type control with congestion / Auteur de la Conférence Laurière, Mathieu.
• [Multi angle] On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications / Auteur de la Conférence Silva Álvarez, Francisco José.
• [Multi angle] Project evaluation under uncertainty / Auteur de la Conférence Zubelli, Jorge P..
• [Multi angle] Some asymptotic results about American options and volativity / Auteur de la Conférence De Marco, Stefano.
• [Multi angle] Projected particle methods for solving McKean Vlasov SDEs / Auteur de la Conférence Belomestny, Denis.
• [Multi angle] Splitting algorithm for nested events / Auteur de la Conférence Goudenège, Ludovic.
• [Multi angle] Lecture 2: Introduction to HPC - MPI: design of parallel program and MPI / Auteur de la Conférence Lelong, Jérôme.
• [Multi angle] Lecture 1: Introduction to HPC, random generation, and OpenMP / Auteur de la Conférence Lelong, Jérôme.
• [ Post-edited] Numerical methods for mean field games - Lecture 2: Monotone finite difference schemes / Auteur de la Conférence Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 3: Variational MFG and related algorithms for solving the discrete system of nonlinear equations / Auteur de la Conférence Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 1: Introduction to the system of PDEs and its interpretation. Uniqueness of classical solutions / Auteur de la Conférence Achdou, Yves.
• [Multi angle] Metamodels for uncertainty quantification and reliability analysis / Auteur de la Conférence Marelli, Stefano.
• [Multi angle] Global sensitivity analysis in stochastic systems / Auteur de la Conférence Le Maître, Olivier.
• [Multi angle] Subsurface flow with uncertainty : applications and numerical analysis issues / Auteur de la Conférence Charrier, Julia.
• [Multi angle] Dynamic formulations of optimal transportation and variational MFGs / Auteur de la Conférence Benamou, Jean-David.
• [Multi angle] Least squares regression Monte Carlo for approximating BSDES and semilinear PDES / Auteur de la Conférence Turkedjiev, Plamen.
• [Multi angle] Bandits in auctions (& more) / Auteur de la Conférence Perchet, Vianney.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation / Auteur de la Conférence Tempone, Raul.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo / Auteur de la Conférence Tempone, Raul.
• [Multi angle] Model-free control and deep learning / Auteur de la Conférence Bellemare, Marc.
• [Multi angle] Optimal vector quantization: from signal processing to clustering and numerical probability / Auteur de la Conférence Pagès, Gilles.
• [Multi angle] The Metropolis Hastings algorithm: introduction and optimal scaling of the transient phase / Auteur de la Conférence Jourdain, Benjamin.
• [Multi angle] Branching for PDEs / Auteur de la Conférence Warin, Xavier.
• [Multi angle] On the interplay between kinetic theory and game theory / Auteur de la Conférence Degond, Pierre.
• [Multi angle] Particle algorithm for McKean SDE: a short review on numerical analysis / Auteur de la Conférence Bossy, Mireille.
• [Multi angle] Cubature methods and applications / Auteur de la Conférence Crisan, Dan.
• [Multi angle] Capacity expansion games with application to competition in power generation investments / Auteur de la Conférence Aïd, René.
• [Multi angle] An introduction to BSDE / Auteur de la Conférence Imkeller, Peter.
• [Multi angle] Mean field games with major and minor players / Auteur de la Conférence Carmona, René.

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[2] Karnopp, D., & Scharton, T.D. (1966). Plastic deformation in random vibration. The journal of the Acoustical society of America, 39(6), 1154-1161 - http://dx.doi.org/10.1121/1.1910005


[3] Bensoussan, A., & Turi, J. (2008). Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators. Applied Mathematics and Optimization, 58(1), 1-27 - https://doi.org/10.1007/s00245-007-9027-4


[4] Bensoussan, A., Mertz, L., & Yam, S.C.P. (2012). Long cycle behavior of the plastic deformation of an elasto-perfectly-plastic oscillator with noise. Comptes Rendus. Mathématique. Académie des Sciences, Paris, 350(17-18), 853-859 - http://dx.doi.org/10.1016/j.crma.2012.09.020


[5] Feau, C., Lauriere, M., & Mertz, L. (2017). Asymptotic formulae for the risk of failure related to an elasto- plastic problem with noise. To appear in Asymptotic Analysis -


[6] Mertz, L., Stadler, G., & Wylie, J. (2017). A backward Kolmogorov equation approach to compute means, moments and correlations of path-dependent stochastic dynamical systems. - https://arxiv.org/abs/1704.02170v1


[7] Takewaki, I., Moustafa, A., & Kohei, F. (2013). Improving the Earthquake Resilience of Buildings. Berlin: Springer-Verlag - https://doi.org/10.1007/978-1-4471-4144-0


[8] Zhong, J.Q, & Zhang, J. (2007). Modeling the dynamics of a free boundary on turbulent thermal convection. Physical Review E, 76, 016307 - http://dx.doi.org/10.1103/physreve.76.016307