Marie-Amélie Morlais

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic maintenance for a large fleet of structures Dynamic Games and Applications	2026-03-30	Paper
$\varepsilon$-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time Dynamic Games and Applications	2024-07-31	Paper
$\varepsilon$-Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time	2022-01-10	Paper
Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs Stochastic Processes and their Applications	2020-04-01	Paper
Three essays on exponential hedging with variable exit times Inspired by Finance	2018-12-13	Paper
On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles Journal of Mathematical Analysis and Applications	2017-08-29	Paper
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach Stochastics	2016-05-04	Paper
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles Funkcialaj Ekvacioj	2015-10-23	Paper
Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule Stochastics	2014-04-25	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem Applied Mathematics and Optimization	2013-08-09	Paper
Optimal stopping of expected profit and cost yields in an investment under uncertainty Stochastics	2012-01-03	Paper
A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem Stochastic Processes and their Applications	2010-09-15	Paper
Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem Finance and Stochastics	2009-08-08	Paper
Utility maximization in a jump market model Stochastics	2009-03-03	Paper

Research outcomes over time

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