Romuald Élie

RÉ

Statistics

Publications

Citations

1.5K

H-Index

Active since

2007

Affiliations

Centre de Recherche en Mathématiques de la Décision(Current)

Laboratoire d’Analyse et de Mathématiques Appliquées

Centre National de la Recherche Scientifique

Université Paris Dauphine-PSL

Centre de Recherche en Économie et Statistique

Romuald Élie is an author at Centre de Recherche en Mathématiques de la Décision specializing in mathematics, stochastic processes, and dynamical systems.

Publications per year

2007–2024

Publications

Mastering the game of Stratego with model-free multiagent reinforcement learning

Julien Pérolat, Bart De Vylder, Daniel Hennes et al. · Science · 2022 · 150 citations

Computing, Autonomous Systems, Computer Science +15

Discrete-time approximation of decoupled Forward–Backward SDE with jumps

Bruno Bouchard, Romuald Élie · Stochastic Processes and their Applications · 2007 · 145 citations

Engineering, Mathematics, Dynamical Systems +13

Stochastic Target Problems with Controlled Loss

Bruno Bouchard, Romuald Élie, Nizar Touzi · SIAM Journal on Control and Optimization · 2009 · 104 citations

Natural Sciences, Finance, Mathematics +17

Optimal lifetime consumption and investment under a drawdown constraint

Romuald Élie, Nizar Touzi · Finance and Stochastics · 2008 · 99 citations

Natural Sciences, Economics, Energy Economics +10

A simple constructive approach to quadratic BSDEs with or without delay

Philippe Briand, Romuald Élie · Stochastic Processes and their Applications · 2013 · 83 citations

Engineering, Computer Science, Electrical Engineering +5

1–5 of 37