Clémence Alasseur

12 papers Journal 9Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
Ergodic Control of a Heterogeneous Population and Application to Electricity Pricing.
IEEE Trans. Autom. Control.
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2024 J jnl
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids.
CoRR
Clémence Alasseur, Zakaria Bensaid, Roxana Dumitrescu, Xavier Warin
2024 J jnl
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts.
Ann. Oper. Res.
Clémence Alasseur, Luciano Campi, Roxana Dumitrescu, Jia Zeng
2024 J jnl
Quadratic regularization of bilevel pricing problems and application to electricity retail markets.
Eur. J. Oper. Res.
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2023 — conf
A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets.
CDC
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2022 — conf
Ergodic control of a heterogeneous population and application to electricity pricing.
CDC
Quentin Jacquet, Wim van Ackooij, Clémence Alasseur, Stéphane Gaubert
2021 — conf
A mean field control approach for smart charging with aggregate power demand constraints.
ISGT-Europe
Adrien Séguret, Cheng Wan, Clémence Alasseur
2021 J jnl
Expert Aggregation for Financial Forecasting.
CoRR
Marie Brière, Clémence Alasseur, Joseph Mikael, Carl Remlinger
2020 J jnl
An Adverse Selection Approach to Power Pricing.
SIAM J. Control. Optim.
Clémence Alasseur, Ivar Ekeland, Romuald Elie, Nicolás Hernández-Santibánez, Dylan Possamaï
2020 J jnl
An Extended Mean Field Game for Storage in Smart Grids.
J. Optim. Theory Appl.
Clémence Alasseur, Imen Ben Taher, Anis Matoussi
2020 J jnl
Peer-to-peer electricity market analysis: From variational to Generalized Nash Equilibrium.
Eur. J. Oper. Res.
Hélène Le Cadre, Paulin Jacquot, Cheng Wan, Clémence Alasseur
2018 J jnl
Peer-to-Peer Electricity Market Analysis: From Variational to Generalized Nash Equilibrium.
CoRR
Hélène Le Cadre, Paulin Jacquot, Cheng Wan, Clémence Alasseur