Large scale distribution of stochastic control algorithms for gas storage valuation. - Constantinos Makassikis; Stéphane Vialle; Xavier Warin (IPDPS, 2008)

Large scale experiment and optimization of a distributed stochastic control algorithm. Application to energy management problems. - Pascal Vezolle; Stéphane Vialle; Xavier Warin (IPDPS, 2009)

Valuation of power plants by utility indifference and numerical computation. - Arnaud Porchet; Nizar Touzi; Xavier Warin (Math. Methods Oper. Res., 2009)

A Finite-Dimensional Approximation for Pricing Moving Average Options. - Marie Bernhart; Peter Tankov; Xavier Warin (SIAM J. Financial Math., 2011)

FT-GReLoSSS: A Skeletal-Based Approach towards Application Parallelization and Low-Overhead Fault Tolerance. - Constantinos Makassikis; Stéphane Vialle; Xavier Warin (PDP, 2012)

Liquidity management with decreasing returns to scale and secured credit line. - Erwan Pierre; Stéphane Villeneuve; Xavier Warin (Finance Stochastics, 2016)

Some Non-monotone Schemes for Time Dependent Hamilton-Jacobi-Bellman Equations in Stochastic Control. - Xavier Warin (J. Sci. Comput., 2016)

Numerical approximation of BSDEs using local polynomial drivers and branching processes. - Bruno Bouchard 002; Xiaolu Tan; Xavier Warin; Yiyi Zou (Monte Carlo Methods Appl., 2017)

Numerical Approximation of a Cash-Constrained Firm Value with Investment Opportunities. - Erwan Pierre; Stéphane Villeneuve; Xavier Warin (SIAM J. Financial Math., 2017)

Nesting Monte Carlo for high-dimensional non-linear PDEs. - Xavier Warin (Monte Carlo Methods Appl., 2018)

Some machine learning schemes for high-dimensional nonlinear PDEs. - Côme Huré; Huyên Pham; Xavier Warin (CoRR, 2019)

Neural networks-based backward scheme for fully nonlinear PDEs. - Huyên Pham; Xavier Warin (CoRR, 2019)

Machine Learning for Semi Linear PDEs. - Quentin Chan-Wai-Nam; Joseph Mikael; Xavier Warin (J. Sci. Comput., 2019)

On conditional cuts for stochastic dual dynamic programming. - Wim van Ackooij; Xavier Warin (EURO J. Comput. Optim., 2020)

Deep backward schemes for high-dimensional nonlinear PDEs. - Côme Huré; Huyên Pham; Xavier Warin (Math. Comput., 2020)

Fast multivariate empirical cumulative distribution function with connection to kernel density estimation. - Nicolas Langrené; Xavier Warin (Comput. Stat. Data Anal., 2021)

Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process. - Idris Kharroubi; Thomas Lim; Xavier Warin (Monte Carlo Methods Appl., 2021)

Rate of convergence for particle approximation of PDEs in Wasserstein space. - Maximilien Germain; Huyên Pham; Xavier Warin (J. Appl. Probab., 2022)

DeepSets and Their Derivative Networks for Solving Symmetric PDEs. - Maximilien Germain; Mathieu Laurière; Huyên Pham; Xavier Warin (J. Sci. Comput., 2022)

Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs. - Maximilien Germain; Huyên Pham; Xavier Warin (SIAM J. Sci. Comput., 2022)

Quantile and moment neural networks for learning functionals of distributions. - Xavier Warin (CoRR, 2023)

Actor critic learning algorithms for mean-field control with moment neural networks. - Huyên Pham; Xavier Warin (CoRR, 2023)

Reservoir optimization and machine learning methods. - Xavier Warin (EURO J. Comput. Optim., 2023)

Mean-field neural networks: Learning mappings on Wasserstein space. - Huyên Pham; Xavier Warin (Neural Networks, 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)

P1-KAN an effective Kolmogorov Arnold Network for function approximation. - Xavier Warin (CoRR, 2024)

New random projections for isotropic kernels using stable spectral distributions. - Nicolas Langrené; Xavier Warin; Pierre Gruet (CoRR, 2024)

The GroupMax Neural Network Approximation of Convex Functions. - Xavier Warin (IEEE Trans. Neural Networks Learn. Syst., 2024)

Input Convex Kolmogorov Arnold Networks. - Thomas Deschatre; Xavier Warin (CoRR, 2025)

Representation Results and Error Estimates for Differential Games with Applications Using Neural Networks. - Olivier Bokanowski; Xavier Warin (Dyn. Games Appl., 2025)