Mohamed Mnif

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Person:1888752

Available identifiers

zbMath Open mnif.mohamedMaRDI QIDQ1888752

List of research outcomes





PublicationDate of PublicationType
Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets2024-03-11Paper
Public private partnerships contract under moral hazard and ambiguous information2023-09-19Paper
Optimal stopping contract for public private partnerships under moral hazard2023-06-26Paper
Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions2023-06-02Paper
The value of the information in the Moral Hazard setting2023-04-06Paper
Expected utility maximization problem under state constraints and model uncertainty2019-12-11Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition2019-11-27Paper
A policy iteration algorithm for nonzero-sum stochastic impulse games2019-07-11Paper
Optimal contract with moral hazard for Public Private Partnerships2018-09-04Paper
Optimal market dealing under constraints2017-09-01Paper
OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY2017-05-16Paper
Euler time discretization of backward doubly SDEs and application to semilinear SPDEs2016-11-04Paper
Numerical approximation for a portfolio optimization problem under liquidity risk and costs2016-09-23Paper
Numerical methods for an optimal multiple stopping problem2016-08-23Paper
Numerical methods for optimal insurance demand under marked point processes shocks2016-03-04Paper
A General Optimal Multiple Stopping Problem with an Application to Swing Options2015-10-23Paper
Robust utility maximization under convex portfolio constraints2015-06-15Paper
OPTIMAL RISK CONTROL UNDER MARKED POINT PROCESSES SHOCKS: A DYNAMIC PROGRAMMING DUALITY APPROACH2014-02-11Paper
Optimal selection portfolio problem: a semi-linear PDE approach2012-11-09Paper
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach2012-04-19Paper
Portfolio Optimization with Stochastic Volatilities: A Backward Approach2011-10-21Paper
OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS2008-05-14Paper
Portfolio optimization with stochastic volatilities and constraints: an application in high dimension2008-02-18Paper
A model of optimal portfolio selection under liquidity risk and price impact2007-12-16Paper
Optimal risk control and dividend policies under excess of loss reinsurance2005-12-09Paper
Stochastic optimization under constraints.2004-11-26Paper

Research outcomes over time

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