Zobrazeno 1 - 10
of 126
pro vyhledávání: '"Oudjane Nadia"'
We present an optimization algorithm that can identify a global minimum of a potentially nonconvex smooth function with high probability, assuming the Gibbs measure of the potential satisfies a logarithmic Sobolev inequality. Our contribution is twof
Externí odkaz:
http://arxiv.org/abs/2410.13737
In this paper we study the exponential twist, i.e. a path-integral exponential change of measure, of a Markovian reference probability measure $\P$. This type of transformation naturally appears in variational representation formulae originating from
Externí odkaz:
http://arxiv.org/abs/2407.08291
We explore online learning in episodic loop-free Markov decision processes on non-stationary environments (changing losses and probability transitions). Our focus is on the Concave Utility Reinforcement Learning problem (CURL), an extension of classi
Externí odkaz:
http://arxiv.org/abs/2405.19807
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized version of thi
Externí odkaz:
http://arxiv.org/abs/2309.01534
Integrating renewable energy into the power grid while balancing supply and demand is a complex issue, given its intermittent nature. Demand side management (DSM) offers solutions to this challenge. We propose a new method for DSM, in particular the
Externí odkaz:
http://arxiv.org/abs/2302.08190
A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an aggregative term in the cost function. The problems are intractable b
Externí odkaz:
http://arxiv.org/abs/2204.07080
We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common good, with N large. We investigate a relaxation of this problem, obtai
Externí odkaz:
http://arxiv.org/abs/2204.02366
We propose a fully backward representation of semilinear PDEs with application to stochastic control. Based on this, we develop a fully backward Monte-Carlo scheme allowing to generate the regression grid, backwardly in time, as the value function is
Externí odkaz:
http://arxiv.org/abs/2104.13641
Autor:
Bilenne, Olivier, Jacquot, Paulin, Oudjane, Nadia, Staudigl, Mathias, Wan, Cheng, Franci, Barbara
Publikováno v:
61st IEEE Conference on Decision and Control 2022
An important issue in today's electricity markets is the management of flexibilities offered by new practices, such as smart home appliances or electric vehicles. By inducing changes in the behavior of residential electric utilities, demand response
Externí odkaz:
http://arxiv.org/abs/2103.14094
This paper shows the existence of $\mathcal{O}(\frac{1}{n^\gamma})$-Nash equilibria in $n$-player noncooperative sum-aggregative games in which the players' cost functions, depending only on their own action and the average of all players' actions, a
Externí odkaz:
http://arxiv.org/abs/2011.12604