| Mastering the game of Stratego with model-free multiagent reinforcement learning J Perolat, B De Vylder, D Hennes, E Tarassov, F Strub, V de Boer, ... Science 378 (6623), 990-996, 2022 | 197 | 2022 |
| Discrete-time approximation of decoupled forward–backward SDE with jumps B Bouchard, R Elie Stochastic Processes and their Applications 118 (1), 53-75, 2008 | 189 | 2008 |
| Reinforcement learning in economics and finance A Charpentier, R Elie, C Remlinger Computational Economics, 1-38, 2021 | 167 | 2021 |
| Stochastic target problems with controlled loss B Bouchard, R Elie, N Touzi SIAM Journal on Control and Optimization 48 (5), 3123-3150, 2010 | 133 | 2010 |
| Fictitious play for mean field games: Continuous time analysis and applications S Perrin, J Pérolat, M Laurière, M Geist, R Elie, O Pietquin Advances in neural information processing systems 33, 13199-13213, 2020 | 129 | 2020 |
| On the convergence of model free learning in mean field games R Elie, J Perolat, M Laurière, M Geist, O Pietquin Proceedings of the AAAI Conference on Artificial Intelligence 34 (05), 7143-7150, 2020 | 127* | 2020 |
| Optimal lifetime consumption and investment under a drawdown constraint R Elie, N Touzi Finance and Stochastics 12, 299-330, 2008 | 107 | 2008 |
| Optimal control under stochastic target constraints B Bouchard, R Elie, C Imbert SIAM Journal on Control and Optimization 48 (5), 3501-3531, 2010 | 104 | 2010 |
| Game Plan: What AI can do for Football, and What Football can do for AI K Tuyls, S Omidshafiei, P Muller, Z Wang, J Connor, D Hennes, I Graham, ... Journal of Artificial Intelligence Research 71, 41-88, 2021 | 101 | 2021 |
| A tale of a principal and many, many agents R Elie, T Mastrolia, D Possamaï Mathematics of Operations Research 44 (2), 440-467, 2019 | 98 | 2019 |
| A simple constructive approach to quadratic BSDEs with or without delay P Briand, R Elie Stochastic processes and their applications 123 (8), 2921-2939, 2013 | 98 | 2013 |
| Contact rate epidemic control of COVID-19: an equilibrium view R Elie, E Hubert, G Turinici Mathematical Modelling of Natural Phenomena 15, 35, 2020 | 96 | 2020 |
| COVID-19 pandemic control: balancing detection policy and lockdown intervention under ICU sustainability A Charpentier, R Elie, M Laurière, VC Tran Mathematical Modelling of Natural Phenomena 15, 57, 2020 | 88 | 2020 |
| Contracting theory with competitive interacting agents R Elie, D Possamaï SIAM Journal on Control and Optimization 57 (2), 1157-1188, 2019 | 69 | 2019 |
| Scaling up mean field games with online mirror descent J Perolat, S Perrin, R Elie, M Laurière, G Piliouras, M Geist, K Tuyls, ... arXiv preprint arXiv:2103.00623, 2021 | 67 | 2021 |
| Concave utility reinforcement learning: The mean-field game viewpoint M Geist, J Pérolat, M Laurière, R Elie, S Perrin, O Bachem, R Munos, ... arXiv preprint arXiv:2106.03787, 2021 | 65 | 2021 |
| BSDEs with mean reflection P Briand, R Elie, Y Hu The Annals of Applied Probability 28 (1), 482-510, 2018 | 64 | 2018 |
| A note on existence and uniqueness for solutions of multidimensional reflected BSDEs JF Chassagneux, R Elie, I Kharroubi | 59 | 2011 |
| Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs B Bouchard, R Elie, N Touzi Advanced financial modelling 8, 91-124, 2009 | 58 | 2009 |
| Mean–field moral hazard for optimal energy demand response management R Elie, E Hubert, T Mastrolia, D Possamaï Mathematical Finance 31 (1), 399-473, 2021 | 52 | 2021 |
Mathieu LaurièreAssistant professor of Mathematics and Data Science, NYU ShanghaiVerified email at nyu.edu
