Colour quantisation through dithering techniques. - Clemence Alasseur; Anthony G. Constantinides; Lionel Husson (ICIP (1), 2003)

Improvement of Hidden Markov model evaluation of the mobile satellite channel by resorting to a transition localisation method. - Clemence Alasseur; Lionel Husson (EUSIPCO, 2004)

Modelling of the Markovian behaviour of mobile satellite channels with MCMC methods. - Clemence Alasseur; Lionel Husson; Fernando Pérez-Fontán (ICC, 2004)

Simulation of rain events time series with Markov model. - Clemence Alasseur; Lionel Husson; Fernando Pérez-Fontán (PIMRC, 2004)

Two approaches for effective modelling of rain-rate time-series for radiocommunication system simulations. - Clemence Alasseur; Adolfo Núñez; Fernando Pérez-Fontán; Lionel Husson; Uwe-Carsten Fiebig; Perfecto Mariño (Space Commun., 2005)

Accurate and Novel Modeling of the Land Mobile Satellite Channel using Reversible Jump Markov Chain Monte Carlo Technique. - Sandro Scalise; Clemence Alasseur; Lionel Husson; Harald Ernst (GLOBECOM, 2006)

A novel approach to model the land mobile satellite channel through reversible jump markov chain monte carlo technique. - Clemence Alasseur; Sandro Scalise; Lionel Husson; Harald Ernst (IEEE Trans. Wirel. Commun., 2008)

Peer-to-peer electricity market analysis: From variational to Generalized Nash Equilibrium. - Hélène Le Cadre; Paulin Jacquot; Cheng Wan 001; Clémence Alasseur (Eur. J. Oper. Res., 2020)

An Extended Mean Field Game for Storage in Smart Grids. - Clémence Alasseur; Imen Ben Taher; Anis Matoussi (J. Optim. Theory Appl., 2020)

An Adverse Selection Approach to Power Pricing. - Clémence Alasseur; Ivar Ekeland; Romuald Elie; Nicolás Hernández-Santibánez; Dylan Possamaï (SIAM J. Control. Optim., 2020)

A mean field control approach for smart charging with aggregate power demand constraints. - Adrien Séguret; Cheng Wan 001; Clémence Alasseur (ISGT-Europe, 2021)

Expert Aggregation for Financial Forecasting. - Marie Brière; Clémence Alasseur; Joseph Mikael; Carl Remlinger (CoRR, 2021)

A Quantization Procedure for Nonlinear Pricing with an Application to Electricity Markets. - Quentin Jacquet; Wim van Ackooij; Clémence Alasseur; Stéphane Gaubert (CDC, 2023)

Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids. - Clémence Alasseur; Zakaria Bensaid; Roxana Dumitrescu; Xavier Warin (CoRR, 2024)

Quadratic regularization of bilevel pricing problems and application to electricity retail markets. - Quentin Jacquet; Wim van Ackooij; Clémence Alasseur; Stéphane Gaubert (Eur. J. Oper. Res., 2024)

MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. - Clémence Alasseur; Luciano Campi; Roxana Dumitrescu; Jia Zeng (Ann. Oper. Res., 2024)

Ergodic Control of a Heterogeneous Population and Application to Electricity Pricing. - Quentin Jacquet; Wim van Ackooij; Clémence Alasseur; Stéphane Gaubert (IEEE Trans. Autom. Control., 2025)