UMA)
Identifiers
- name variant UMA) 0.60 · backfill
Papers (9)
- Novel Approach Towards Global Optimality of Optimal Power Flow Using Quadratic Convex Optimization math.OC · 2019 · author #2
- Level-set approach for Reachability Analysis of Hybrid Systems under Lag Constraints math.OC · 2012 · author #2
- Reachability of Delayed Hybrid Systems Using Level-set Methods math.OC · 2012 · author #2
- Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets q-fin.PR · 2012 · author #5
- A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags math.OC · 2012 · author #5
- On some expectation and derivative operators related to integral representations of random variables with respect to a PII process math.PR · 2012 · author #5
- A Hamilton-Jacobi approach to junction problems and application to traffic flows math.AP · 2011 · author #5
- Clark-Ocone type formula for non-semimartingales with finite quadratic variation math.PR · 2010 · author #2
- Gaussian and non-Gaussian processes of zero power variation math.PR · 2009 · author #3
Mentions
Frequent Coauthors
- Giovanni Granato (INRIA Saclay - Ile de France 3 shared papers
- INRIA Rocquencourt 3 shared papers
- Francesco Russo (CERMICS 2 shared papers
- Hasnaa Zidani (INRIA Saclay - Ile de France 2 shared papers
- Nadia Oudjane (LAGA) 2 shared papers
- Am\'elie Lambert (CEDRIC) 1 shared papers
- CERMICS 1 shared papers
- CMAP) 1 shared papers
- Cristina Di Girolami (Luiss Guido Carli 1 shared papers
- Cyril Imbert (CEREMADE 1 shared papers
- DMA) 1 shared papers
- Francesco Russo (ENSTA ParisTech 1 shared papers
- Francesco Russo (UMA 1 shared papers
- Frederi Viens 1 shared papers
- Hadrien Godard (CEDRIC - OC 1 shared papers
- Hasnaa Zidani (UMA) 1 shared papers
- INRIA Rocquencourt) 1 shared papers
- Jean Maeght 1 shared papers
- J. Frederic Bonnans (INRIA Saclay - Ile de France 1 shared papers
- K. Aouchiche 1 shared papers