| Publication | Date of Publication | Type |
|---|
Explicit solution to an optimal two-player switching game in infinite horizon
Journal of Optimization Theory and Applications | 2026-05-08 | Paper |
Stochastic optimal switching problem with non signed switching payments
Applied Mathematics and Optimization | 2025-11-17 | Paper |
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles
Evolution Equations and Control Theory | 2025-01-07 | Paper |
Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator
Dynamic Games and Applications | 2024-07-31 | Paper |
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem
Stochastics and Dynamics | 2023-11-20 | Paper |
A zero-sum deterministic impulse controls game in infinite horizon with a new HJBI-QVI
Applied Mathematics and Optimization | 2023-09-18 | Paper |
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems
Stochastics | 2023-06-26 | Paper |
Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application
Journal of Computational and Applied Mathematics | 2023-06-19 | Paper |
One dimensional reflected BSDEs with two barriers under logarithmic growth and applications
Probability and Mathematical Statistics | 2023-01-19 | Paper |
On the stochastic control-stopping problem
Journal of Differential Equations | 2022-08-31 | Paper |
| Stochastic optimal switching and systems of variational inequalities with interconnected obstacles | 2021-12-20 | Paper |
| Deterministic Differential Games in Infinite Horizon Involving Continuous and Impulse Controls | 2021-07-07 | Paper |
Stochastic impulse control problem with state and time dependent cost functions
Mathematical Control and Related Fields | 2021-05-05 | Paper |
| Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator | 2021-03-04 | Paper |
Zero-sum stochastic differential game in finite horizon involving impulse controls
Applied Mathematics and Optimization | 2020-06-02 | Paper |
The value of a minimax problem involving impulse control
Journal of Dynamics and Games | 2019-10-01 | Paper |
Viscosity solutions for a system of PDEs and optimal switching
IMA Journal of Mathematical Control and Information | 2019-07-02 | Paper |
Viscosity solutions for a system of PDEs and optimal switching
IMA Journal of Mathematical Control and Information | 2019-07-02 | Paper |
Stochastic differential switching game in infinite horizon
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
| The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach | 2019-01-15 | Paper |
| Minimax Impulse Control Problems in Finite Horizon | 2013-05-04 | Paper |
Deterministic minimax impulse control in finite horizon: the viscosity solution approach
ESAIM: Control, Optimisation and Calculus of Variations | 2013-03-13 | Paper |
Stochastic optimal multi-modes switching with a viscosity solution approach
Stochastic Processes and their Applications | 2013-01-24 | Paper |
Stochastic optimal control and BSDEs with logarithmic growth
Bulletin des Sciences Mathématiques | 2012-09-19 | Paper |
<i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations
Stochastic Analysis and Applications | 2012-02-19 | Paper |
| Uniqueness of Viscosity Solutions for Optimal Multi-Modes Switching Problem with Risk of default | 2012-02-06 | Paper |
Optimal multi-modes switching problem in infinite horizon
Stochastics and Dynamics | 2010-07-20 | Paper |
The finite horizon optimal multi-modes switching problem: the viscosity solution approach
Applied Mathematics and Optimization | 2010-01-18 | Paper |
