Mohamed Mnif

Available identifiers

zbMath Open mnif.mohamedMaRDI QIDQ1888752

List of research outcomes

Publication	Date of Publication	Type
Nonzero-Sum Stochastic Impulse Games with an Application in Competitive Retail Energy Markets	2024-03-11	Paper
Public private partnerships contract under moral hazard and ambiguous information	2023-09-19	Paper
Optimal stopping contract for public private partnerships under moral hazard	2023-06-26	Paper
Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions	2023-06-02	Paper
The value of the information in the Moral Hazard setting	2023-04-06	Paper
Expected utility maximization problem under state constraints and model uncertainty	2019-12-11	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition	2019-11-27	Paper
A policy iteration algorithm for nonzero-sum stochastic impulse games	2019-07-11	Paper
Optimal contract with moral hazard for Public Private Partnerships	2018-09-04	Paper
Optimal market dealing under constraints	2017-09-01	Paper
OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY	2017-05-16	Paper
Euler time discretization of backward doubly SDEs and application to semilinear SPDEs	2016-11-04	Paper
Numerical approximation for a portfolio optimization problem under liquidity risk and costs	2016-09-23	Paper
Numerical methods for an optimal multiple stopping problem	2016-08-23	Paper
Numerical methods for optimal insurance demand under marked point processes shocks	2016-03-04	Paper
A General Optimal Multiple Stopping Problem with an Application to Swing Options	2015-10-23	Paper
Robust utility maximization under convex portfolio constraints	2015-06-15	Paper
OPTIMAL RISK CONTROL UNDER MARKED POINT PROCESSES SHOCKS: A DYNAMIC PROGRAMMING DUALITY APPROACH	2014-02-11	Paper
Optimal selection portfolio problem: a semi-linear PDE approach	2012-11-09	Paper
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach	2012-04-19	Paper
Portfolio Optimization with Stochastic Volatilities: A Backward Approach	2011-10-21	Paper
OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS IN LÉVY MODELS	2008-05-14	Paper
Portfolio optimization with stochastic volatilities and constraints: an application in high dimension	2008-02-18	Paper
A model of optimal portfolio selection under liquidity risk and price impact	2007-12-16	Paper
Optimal risk control and dividend policies under excess of loss reinsurance	2005-12-09	Paper
Stochastic optimization under constraints.	2004-11-26	Paper

Research outcomes over time

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