Concepedia

Romuald Élie

RÉ

Statistics

Publications

32

Citations

1.2K

H-Index

18

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 engineering, mathematical programming, and business.

Top concepts

EngineeringMathematical ProgrammingBusinessProbabilityGame TheoryFinanceGamesEconomicsComputer ScienceMechanism Design

Publications per year

2007–2024

32

Publications

32

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

Bruno Bouchard, Romuald Élie · Stochastic Processes and their Applications · 2007 · 140 citations

Numerical Analysis, Discrete-time Approximation, Engineering +6

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

Julien Pérolat, Bart De Vylder, Daniel Hennes et al. · Science · 2022 · 136 citations

Optimal lifetime consumption and investment under a drawdown constraint

Romuald Élie, Nizar Touzi · Finance and Stochastics · 2008 · 96 citations

Mathematical Programming, Economics, Optimal Lifetime Consumption +5

A simple constructive approach to quadratic BSDEs with or without delay

Philippe Briand, Romuald Élie · Stochastic Processes and their Applications · 2013 · 82 citations

Numerical Analysis, Mathematical Programming, Simple Constructive Approach +6

Optimal Control under Stochastic Target Constraints

Bruno Bouchard, Romuald Élie, Cyril Imbert · SIAM Journal on Control and Optimization · 2010 · 77 citations

Optimal Control, Value Function, Engineering +11

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