Clémence Alasseur

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 11

Top Topics

Nash Equilibrium

Electricity Markets

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Publications

Clémence Alasseur, Luciano Campi, Roxana Dumitrescu, Jia Zeng
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. Ann. Oper. Res. 336 (1-2) (2024)
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
Quadratic regularization of bilevel pricing problems and application to electricity retail markets. Eur. J. Oper. Res. 313 (3) (2024)
Clémence Alasseur, Zakaria Bensaid, Roxana Dumitrescu, Xavier Warin
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids. CoRR (2024)
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets. CDC (2023)
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
Ergodic control of a heterogeneous population and application to electricity pricing. CDC (2022)
Adrien Séguret, Cheng Wan, Clémence Alasseur
A mean field control approach for smart charging with aggregate power demand constraints. ISGT-Europe (2021)
Marie Brière, Clémence Alasseur, Joseph Mikael, Carl Remlinger
Expert Aggregation for Financial Forecasting. CoRR (2021)
Clémence Alasseur, Imen Ben Taher, Anis Matoussi
An Extended Mean Field Game for Storage in Smart Grids. J. Optim. Theory Appl. 184 (2) (2020)
Clémence Alasseur, Ivar Ekeland, Romuald Elie, Nicolás Hernández-Santibánez, Dylan Possamaï
An Adverse Selection Approach to Power Pricing. SIAM J. Control. Optim. 58 (2) (2020)
Hélène Le Cadre, Paulin Jacquot, Cheng Wan, Clémence Alasseur
Peer-to-peer electricity market analysis: From variational to Generalized Nash Equilibrium. Eur. J. Oper. Res. 282 (2) (2020)
Hélène Le Cadre, Paulin Jacquot, Cheng Wan, Clémence Alasseur
Peer-to-Peer Electricity Market Analysis: From Variational to Generalized Nash Equilibrium. CoRR (2018)