Naïma El Farouq

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
Degenerate first-order quasi-variational inequalities: an approach to approximate the value function SIAM Journal on Control and Optimization	2017-09-07	Paper
Deterministic impulse control problems: two discrete approximations of the quasi-variational inequality Journal of Computational and Applied Mathematics	2016-09-12	Paper
Proportional transaction costs in the robust control approach to option pricing: the uniqueness theorem Applied Mathematics and Optimization	2015-10-28	Paper
scientific article; zbMATH DE number 6308036 (Why is no real title available?)	2014-06-24	Paper
Deterministic minimax impulse control Applied Mathematics and Optimization	2010-10-07	Paper
Robust Control Approach to Option Pricing: A Representation Theorem and Fast Algorithm SIAM Journal on Control and Optimization	2008-12-05	Paper
scientific article; zbMATH DE number 5121100 (Why is no real title available?)	2007-02-02	Paper
Convergent algorithm based on progressive regularization for solving pseudomonotone variational inequalities Journal of Optimization Theory and Applications	2005-01-19	Paper
scientific article; zbMATH DE number 1908197 (Why is no real title available?)	2003-09-23	Paper
Pseudomonotone variational inequalities: convergence of the auxiliary problem method Journal of Optimization Theory and Applications	2003-02-25	Paper
Pseudomonotone variational inequalities: Convergence of proximal methods Journal of Optimization Theory and Applications	2001-12-05	Paper
Progressive regularization of variational inequalities and decomposition algorithms Journal of Optimization Theory and Applications	1999-02-11	Paper

Research outcomes over time

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