Said Hamadène

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
$\varepsilon$-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time Dynamic Games and Applications	2024-07-31	Paper
Mean-field reflected backward stochastic differential equations The Annals of Applied Probability	2023-07-31	Paper
Mean-field doubly reflected backward stochastic differential equations Numerical Algebra, Control and Optimization	2023-07-26	Paper
Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions Journal of Dynamics and Differential Equations	2023-06-02	Paper
Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions Journal of Mathematical Analysis and Applications	2023-02-20	Paper
On the stochastic control-stopping problem Journal of Differential Equations	2022-08-31	Paper
Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games Stochastics	2022-07-08	Paper
On a switching control problem with càdlàg costs Stochastics	2022-07-08	Paper
Infinite horizon stochastic impulse control with delay and random coefficients Mathematics of Operations Research	2022-05-17	Paper
$\varepsilon$-Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time	2022-01-10	Paper
Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games Stochastics and Dynamics	2021-12-17	Paper
Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients Dynamic Games and Applications	2021-11-15	Paper
Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games Stochastic Processes and their Applications	2021-02-18	Paper
Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles	2020-06-29	Paper
Optimal control and zero-sum stochastic differential game problems of mean-field type Applied Mathematics and Optimization	2020-06-02	Paper
Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications Bulletin des Sciences Mathématiques	2020-05-26	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition Asymptotic Analysis	2019-11-27	Paper
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type Journal of Dynamics and Differential Equations	2018-11-06	Paper
A note on a new existence result for reflected BSDEs with interconnected obstacles	2017-10-06	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 of second order integral-partial differential equations without monotonicity condition: A new result Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2016-10-31	Paper
Reflected backward SDEs with general jumps Theory of Probability and its Applications	2016-06-08	Paper
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach Stochastics	2016-05-04	Paper
Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process NoDEA. Nonlinear Differential Equations and Applications	2015-11-09	Paper
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles Funkcialaj Ekvacioj	2015-10-23	Paper
Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients Stochastics	2015-07-29	Paper
Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game Comptes Rendus. Mathématique. Académie des Sciences, Paris	2014-10-24	Paper
The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time SIAM Journal on Control and Optimization	2014-07-30	Paper
The multi-player nonzero-sum Dynkin game in discrete time Mathematical Methods of Operations Research	2014-06-12	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem Applied Mathematics and Optimization	2013-08-09	Paper
$L^{p}$-solutions for reflected backward stochastic differential equations Stochastics and Dynamics	2012-04-24	Paper
L^p-Solutions for Doubly Reflected Backward Stochastic Differential Equations Stochastic Analysis and Applications	2012-02-19	Paper
Optimal stopping of expected profit and cost yields in an investment under uncertainty Stochastics	2012-01-03	Paper
Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles	2011-12-01	Paper
The mixed zero-sum stochastic differential game in the model with jumps Annals of the International Society of Dynamic Games	2011-08-08	Paper
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis Bulletin des Sciences Mathématiques	2011-01-07	Paper
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options SIAM Journal on Control and Optimization	2010-10-20	Paper
Stochastic impulse control of non-Markovian processes Applied Mathematics and Optimization	2010-08-23	Paper
A finite horizon optimal multiple switching problem SIAM Journal on Control and Optimization	2010-08-16	Paper
Switching problem and related system of reflected backward SDEs Stochastic Processes and their Applications	2010-04-08	Paper
The finite horizon optimal multi-modes switching problem: the viscosity solution approach Applied Mathematics and Optimization	2010-01-18	Paper
scientific article; zbMATH DE number 5649815 (Why is no real title available?)	2009-12-17	Paper
BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game Stochastic Processes and their Applications	2009-09-17	Paper
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT International Journal of Theoretical and Applied Finance	2009-08-10	Paper
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS Stochastics and Dynamics	2009-07-22	Paper
BSDEs and applications	2009-03-16	Paper
A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient	2008-07-09	Paper
On the Starting and Stopping Problem: Application in Reversible Investments Mathematics of Operations Research	2008-05-27	Paper
The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs	2007-10-03	Paper
Mixed Zero-Sum Stochastic Differential Game and American Game Options SIAM Journal on Control and Optimization	2007-03-27	Paper
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game Electronic Journal of Probability	2006-11-03	Paper
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game Electronic Journal of Probability	2006-11-03	Paper
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients Statistics & Probability Letters	2006-08-04	Paper
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Stochastic Processes and their Applications	2005-11-29	Paper
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient Stochastic Processes and their Applications	2005-08-05	Paper
BSDEs with two reflecting barriers: the general result Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2005-06-06	Paper
Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients Bernoulli	2004-06-18	Paper
Reflected BSDE's with discontinuous barrier and application Stochastics and Stochastic Reports	2003-07-29	Paper
Reflected backward stochastic differential equation with jumps and random obstacle Electronic Journal of Probability	2003-02-13	Paper
Reflected BSDEs and mixed game problem Stochastic Processes and their Applications	2002-08-29	Paper
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems Probability and Mathematical Statistics	2002-02-18	Paper
Limit theorem for the statistical solution of Burgers equation Stochastic Processes and their Applications	2001-01-17	Paper
Backward stochastic differential equation with local time Stochastics and Stochastic Reports	2000-01-31	Paper
Backward-forward SDE's and stochastic differential games Stochastic Processes and their Applications	1999-11-18	Paper
Nonzero sum linear–quadratic stochastic differential games and backward–forward equations Stochastic Analysis and Applications	1999-10-14	Paper
scientific article; zbMATH DE number 1066318 (Why is no real title available?)	1998-08-09	Paper
scientific article; zbMATH DE number 1066321 (Why is no real title available?)	1998-06-01	Paper
Backward stochastic differential equations: The locally Lipschitz case Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1998-03-03	Paper
Backward stochastic differential equations: The locally Lipschitz case Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1998-03-03	Paper
Backward equations, stochastic control and zero-sum stochastic differential games Stochastics and Stochastic Reports	1997-03-18	Paper
Zero-sum stochastic differential games and backward equations Systems & Control Letters	1997-02-28	Paper
scientific article; zbMATH DE number 563682 (Why is no real title available?)	1994-06-16	Paper

Research outcomes over time

This page was built for person: Said Hamadène

Publication	Date of Publication	Type
\(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time Dynamic Games and Applications	2024-07-31	Paper
Mean-field reflected backward stochastic differential equations The Annals of Applied Probability	2023-07-31	Paper
Mean-field doubly reflected backward stochastic differential equations Numerical Algebra, Control and Optimization	2023-07-26	Paper
Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions Journal of Dynamics and Differential Equations	2023-06-02	Paper
Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions Journal of Mathematical Analysis and Applications	2023-02-20	Paper
On the stochastic control-stopping problem Journal of Differential Equations	2022-08-31	Paper
Regularity of Nash payoffs of Markovian nonzero-sum stochastic differential games Stochastics	2022-07-08	Paper
On a switching control problem with càdlàg costs Stochastics	2022-07-08	Paper
Infinite horizon stochastic impulse control with delay and random coefficients Mathematics of Operations Research	2022-05-17	Paper
$\varepsilon$-Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time	2022-01-10	Paper
Mean-field backward-forward stochastic differential equations and nonzero sum stochastic differential games Stochastics and Dynamics	2021-12-17	Paper
Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients Dynamic Games and Applications	2021-11-15	Paper
Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games Stochastic Processes and their Applications	2021-02-18	Paper
Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles	2020-06-29	Paper
Optimal control and zero-sum stochastic differential game problems of mean-field type Applied Mathematics and Optimization	2020-06-02	Paper
Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications Bulletin des Sciences Mathématiques	2020-05-26	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition Asymptotic Analysis	2019-11-27	Paper
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type Journal of Dynamics and Differential Equations	2018-11-06	Paper
A note on a new existence result for reflected BSDEs with interconnected obstacles	2017-10-06	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 of second order integral-partial differential equations without monotonicity condition: A new result Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2016-10-31	Paper
Reflected backward SDEs with general jumps Theory of Probability and its Applications	2016-06-08	Paper
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach Stochastics	2016-05-04	Paper
Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process NoDEA. Nonlinear Differential Equations and Applications	2015-11-09	Paper
Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles Funkcialaj Ekvacioj	2015-10-23	Paper
Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients Stochastics	2015-07-29	Paper
Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game Comptes Rendus. Mathématique. Académie des Sciences, Paris	2014-10-24	Paper
The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time SIAM Journal on Control and Optimization	2014-07-30	Paper
The multi-player nonzero-sum Dynkin game in discrete time Mathematical Methods of Operations Research	2014-06-12	Paper
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem Applied Mathematics and Optimization	2013-08-09	Paper
\(L^{p}\)-solutions for reflected backward stochastic differential equations Stochastics and Dynamics	2012-04-24	Paper
L^p-Solutions for Doubly Reflected Backward Stochastic Differential Equations Stochastic Analysis and Applications	2012-02-19	Paper
Optimal stopping of expected profit and cost yields in an investment under uncertainty Stochastics	2012-01-03	Paper
Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles	2011-12-01	Paper
The mixed zero-sum stochastic differential game in the model with jumps Annals of the International Society of Dynamic Games	2011-08-08	Paper
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis Bulletin des Sciences Mathématiques	2011-01-07	Paper
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options SIAM Journal on Control and Optimization	2010-10-20	Paper
Stochastic impulse control of non-Markovian processes Applied Mathematics and Optimization	2010-08-23	Paper
A finite horizon optimal multiple switching problem SIAM Journal on Control and Optimization	2010-08-16	Paper
Switching problem and related system of reflected backward SDEs Stochastic Processes and their Applications	2010-04-08	Paper
The finite horizon optimal multi-modes switching problem: the viscosity solution approach Applied Mathematics and Optimization	2010-01-18	Paper
scientific article; zbMATH DE number 5649815 (Why is no real title available?)	2009-12-17	Paper
BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game Stochastic Processes and their Applications	2009-09-17	Paper
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT International Journal of Theoretical and Applied Finance	2009-08-10	Paper
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS Stochastics and Dynamics	2009-07-22	Paper
BSDEs and applications	2009-03-16	Paper
A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient	2008-07-09	Paper
On the Starting and Stopping Problem: Application in Reversible Investments Mathematics of Operations Research	2008-05-27	Paper
The Starting and Stopping Problem under Knightian Uncertainty and Related Systems of Reflected BSDEs	2007-10-03	Paper
Mixed Zero-Sum Stochastic Differential Game and American Game Options SIAM Journal on Control and Optimization	2007-03-27	Paper
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game Electronic Journal of Probability	2006-11-03	Paper
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game Electronic Journal of Probability	2006-11-03	Paper
Existence of the solutions of backward-forward SDE's with continuous monotone coefficients Statistics & Probability Letters	2006-08-04	Paper
BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Stochastic Processes and their Applications	2005-11-29	Paper
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient Stochastic Processes and their Applications	2005-08-05	Paper
BSDEs with two reflecting barriers: the general result Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2005-06-06	Paper
Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients Bernoulli	2004-06-18	Paper
Reflected BSDE's with discontinuous barrier and application Stochastics and Stochastic Reports	2003-07-29	Paper
Reflected backward stochastic differential equation with jumps and random obstacle Electronic Journal of Probability	2003-02-13	Paper
Reflected BSDEs and mixed game problem Stochastic Processes and their Applications	2002-08-29	Paper
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems Probability and Mathematical Statistics	2002-02-18	Paper
Limit theorem for the statistical solution of Burgers equation Stochastic Processes and their Applications	2001-01-17	Paper
Backward stochastic differential equation with local time Stochastics and Stochastic Reports	2000-01-31	Paper
Backward-forward SDE's and stochastic differential games Stochastic Processes and their Applications	1999-11-18	Paper
Nonzero sum linear–quadratic stochastic differential games and backward–forward equations Stochastic Analysis and Applications	1999-10-14	Paper
scientific article; zbMATH DE number 1066318 (Why is no real title available?)	1998-08-09	Paper
scientific article; zbMATH DE number 1066321 (Why is no real title available?)	1998-06-01	Paper
Backward stochastic differential equations: The locally Lipschitz case Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1998-03-03	Paper
Backward stochastic differential equations: The locally Lipschitz case Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	1998-03-03	Paper
Backward equations, stochastic control and zero-sum stochastic differential games Stochastics and Stochastic Reports	1997-03-18	Paper
Zero-sum stochastic differential games and backward equations Systems & Control Letters	1997-02-28	Paper
scientific article; zbMATH DE number 563682 (Why is no real title available?)	1994-06-16	Paper