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Maximilien Germain

Neural networks-based backward scheme for fully nonlinear PDEs
2021 · Huyên Pham, Xavier Warin, et al. · Partial Differential Equations and Applications · 82
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Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs
2022 · Maximilien Germain, Huyên Pham, et al. · SIAM Journal on Scientific Computing · 79
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Neural networks-based algorithms for stochastic control and PDEs in finance
2021 · Germain, Maximilien, Pham, Huyên, et al. · RePEc: Research Papers in Economics · 69
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Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks
2022 · Maximilien Germain, Joseph Mikael, et al. · Methodology And Computing In Applied Probability · 47
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Rate of convergence for particle approximation of PDEs in Wasserstein space
2022 · Maximilien Germain, Huyên Pham, et al. · Journal of Applied Probability · 27
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Actor-Critic learning for mean-field control in continuous time
2023 · Frikha, Noufel, Germain, Maximilien, et al. · arXiv (Cornell University) · 25
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DeepSets and Their Derivative Networks for Solving Symmetric PDEs
2022 · Maximilien Germain, Mathieu Laurière, et al. · Journal of Scientific Computing · 23
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A numerical scheme for stochastic differential equations with distributional drift
2022 · Tiziano De Angelis, Maximilien Germain, et al. · Stochastic Processes and their Applications · 20
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A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection
2022 · Maximilien Germain, EDF R & D, Université Paris Cité and Sorbonne Université, CNRS, Laboratoire de Probabilités, Statistique et Modélisation, F-75013 Paris, France, et al. · Numerical Algebra Control and Optimization · 13
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Machine learning for stochastic control and partial differential equations in high dimension
2022 · Maximilien Germain · theses.fr (ABES)
Deep backward multistep schemes for nonlinear PDEs and approximation error analysis
2020 · Germain, Maximilien, Pham, Huyen, et al. · HAL
Works count: 12
Citation count: 386
H-index: 9
I10-index: 9
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