Nicolas Langrené

According to our database, Nicolas Langrené authored at least 10 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Unleashing the potential of prompt engineering in Large Language Models: a comprehensive review.

Banghao Chen, Zhaofeng Zhang, Nicolas Langrené, Shengxin Zhu

CoRR, 2023

Designing higher value roads to preserve species at risk by optimally controlling traffic flow.

Nicholas Davey, Nicolas Langrené, Wen Chen, Jonathan R. Rhodes, Simon Dunstall, Saman K. Halgamuge

Ann. Oper. Res., 2023

2021

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis.

Côme Huré, Huyên Pham, Achref Bachouch, Nicolas Langrené

SIAM J. Numer. Anal., 2021

Visual Diagnostics for Constrained Optimisation with Application to Guided Tours.

H. Sherry Zhang, Dianne Cook, Ursula Laa, Nicolas Langrené, Patricia Menéndez

R J., 2021

Fast multivariate empirical cumulative distribution function with connection to kernel density estimation.

Nicolas Langrené, Xavier Warin

Comput. Stat. Data Anal., 2021

Versatile and Robust Transient Stability Assessment via Instance Transfer Learning.

Seyedali Meghdadi, Guido Tack, Ariel Liebman, Nicolas Langrené, Christoph Bergmeir

CoRR, 2021

2020

Deep neural network for optimal retirement consumption in defined contribution pension system.

Wen Chen, Nicolas Langrené

CoRR, 2020

2014

Probabilistic numerical methods for high-dimensional stochastic control and valuation problems on electricity markets. (Méthodes numériques probabilistes en grande dimension pour le contrôle stochastique et problèmes de valorisation sur les marchés d'électricité).

Nicolas Langrené

PhD thesis, 2014

A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension.

René Aïd, Luciano Campi, Nicolas Langrené, Huyên Pham

SIAM J. Financial Math., 2014

A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization.

Idris Kharroubi, Nicolas Langrené, Huyên Pham

Monte Carlo Methods Appl., 2014