Idris Kharroubi

Available identifiers

zbMath Open kharroubi.idrisMaRDI QIDQ424518

List of research outcomes

Publication	Date of Publication	Type
A stochastic target problem for branching diffusion processes	2024-03-04	Paper
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions	2024-01-09	Paper
Discrete-time mean-field stochastic control with partial observations	2023-11-29	Paper
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension	2023-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q5043153	2022-10-21	Paper
Discretization and machine learning approximation of BSDEs with a constraint on the gains-process	2021-06-09	Paper
Optimal risk management problem of natural resources: application to oil drilling	2021-05-05	Paper
Quenched mass transport of particles toward a target	2020-08-25	Paper
Regulation of Renewable Resource Exploitation	2020-03-02	Paper
Information uncertainty related to marked random times and optimal investment	2020-02-17	Paper
Optimal exploitation of a resource with stochastic population dynamics and delayed renewal	2019-07-30	Paper
Optimal switching in finite horizon under state constraints	2016-09-06	Paper
MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING	2016-02-03	Paper
A decomposition approach for the discrete-time approximation of FBSDEs with a jump	2015-08-07	Paper
Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps	2015-07-27	Paper
Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE	2015-07-10	Paper
When terminal facelift enforces delta constraints	2015-03-30	Paper
Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections	2015-02-17	Paper
Progressive enlargement of filtrations and backward stochastic differential equations with jumps	2014-11-17	Paper
BSDE representations for optimal switching problems with controlled volatility	2014-07-18	Paper
A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization	2014-06-30	Paper
Mean-variance hedging on uncertain time horizon in a market with a jump	2014-03-24	Paper
Optimal investment under multiple defaults risk: a BSDE-decomposition approach	2013-04-24	Paper
A decomposition approach for the discrete-time approximation of BSDEs with a jump II: the quadratic case	2012-11-27	Paper
Discrete-time approximation of multidimensional BSDEs with oblique reflections	2012-07-08	Paper
Time discretization and quantization methods for optimal multiple switching problem	2012-06-01	Paper
A note on existence and uniqueness for solutions of multidimensional reflected BSDEs	2011-09-09	Paper
Comparison theorem for Brownian multidimensional BSDEs via jump processes	2011-05-10	Paper
A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case	2011-03-15	Paper
Probabilistic representation and approximation for coupled systems of variational inequalities	2010-08-26	Paper
Backward SDEs with constrained jumps and quasi-variational inequalities	2010-04-21	Paper
Optimal portfolio liquidation with execution cost and risk	2009-06-14	Paper
Optimal Stopping of Branching Diffusion Processes	N/A	Paper

Research outcomes over time

This page was built for person: Idris Kharroubi