| Generalized Dynkin games and doubly reflected BSDEs with jumps R Dumitrescu, MC Quenez, A Sulem | 71 | 2016 |
| Mean-field games of optimal stopping: a relaxed solution approach G Bouveret, R Dumitrescu, P Tankov SIAM Journal on Control and Optimization 58 (4), 1795-1821, 2020 | 59 | 2020 |
| The entry and exit game in the electricity markets: A mean-field game approach R Aïd, R Dumitrescu, P Tankov arXiv preprint arXiv:2004.14057, 2020 | 50 | 2020 |
| Game options in an imperfect market with default R Dumitrescu, MC Quenez, A Sulem SIAM Journal on Financial Mathematics 8 (1), 532-559, 2017 | 40 | 2017 |
| American options in an imperfect complete market with default R Dumitrescu, MC Quenez, A Sulem ESAIM: Proceedings and Surveys 64, 93-110, 2018 | 38 | 2018 |
| BSDEs with default jump R Dumitrescu, M Grigorova, MC Quenez, A Sulem The Abel Symposium, 233-263, 2016 | 36 | 2016 |
| Control and optimal stopping mean field games: a linear programming approach R Dumitrescu, M Leutscher, P Tankov Electronic Journal of Probability 26, 1-49, 2021 | 34 | 2021 |
| Optimal stopping for dynamic risk measures with jumps and obstacle problems R Dumitrescu, MC Quenez, A Sulem Journal of Optimization Theory and Applications 167 (1), 219-242, 2015 | 32 | 2015 |
| A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with -expectations R Dumitrescu, MC Quenez, A Sulem SIAM Journal on Control and Optimization 54 (4), 2090-2115, 2016 | 29 | 2016 |
| Mixed generalized Dynkin game and stochastic control in a Markovian framework R Dumitrescu, MC Quenez, A Sulem Stochastics 89 (1), 400-429, 2017 | 24 | 2017 |
| Numerical approximation of doubly reflected BSDEs with jumps and RCLL obstacles R Dumitrescu, C Labart Journal of Mathematical Analysis and Applications 442 (1), 206-243, 2016 | 22 | 2016 |
| MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts C Alasseur, L Campi, R Dumitrescu, J Zeng Annals of Operations Research 336 (1), 541-569, 2024 | 20 | 2024 |
| Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption R Dumitrescu, M Leutscher, P Tankov ESAIM: Mathematical Modelling and Numerical Analysis 57 (2), 953-990, 2023 | 20 | 2023 |
| Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles R Dumitrescu, C Labart Journal of Computational and Applied Mathematics 296, 827-839, 2016 | 20 | 2016 |
| Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps R Dumitrescu, C Reisinger, Y Zhang Applied Mathematics & Optimization 83 (3), 1387-1429, 2021 | 19 | 2021 |
| Stochastic control for mean-field stochastic partial differential equations with jumps R Dumitrescu, B Øksendal, A Sulem Journal of Optimization Theory and Applications 176 (3), 559-584, 2018 | 18 | 2018 |
| Energy transition under scenario uncertainty: a mean-field game of stopping with common noise R Dumitrescu, M Leutscher, P Tankov Mathematics and Financial Economics 18 (2), 233-274, 2024 | 16 | 2024 |
| Technological change in water use: a mean-field game approach to optimal investment timing G Bouveret, R Dumitrescu, P Tankov Operations Research Perspectives 9, 100225, 2022 | 12 | 2022 |
| A propagation of chaos result for weakly interacting nonlinear Snell envelopes B Djehiche, R Dumitrescu, J Zeng arXiv preprint arXiv:2111.14315, 2021 | 11* | 2021 |
| Deep learning algorithms for FBSDEs with jumps: applications to option pricing and a MFG model for smart grids C Alasseur, Z Bensaid, R Dumitrescu, X Warin arXiv preprint arXiv:2401.03245, 2024 | 9 | 2024 |
Peter TankovENSAE ParisTechVerified email at ensae.fr
