Omar Kebiri

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
Optimal relaxed control for a decoupled \(G\)-FBSDE Journal of Optimization Theory and Applications	2024-10-07	Paper
Analysis and optimal control of a vaccinated pandemic COVID-19 model Journal of Mathematical Sciences (New York)	2024-07-29	Paper
Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter Random Operators and Stochastic Equations	2024-06-12	Paper
Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays Probability and Mathematical Statistics	2024-02-12	Paper
Relaxed Optimal Control Problem for a Finite Horizon G-SDE with Delay and Its Application in Economics	2023-03-30	Paper
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps Stochastic Analysis and Applications	2023-02-01	Paper
Existence of relaxed optimal control for \(G\)-neutral stochastic functional differential equations with uncontrolled diffusion Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES	2022-07-13	Paper
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient Stochastics	2022-07-05	Paper
\(\alpha\)-hypergeometric uncertain volatility models and their connection to 2BSDEs Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES	2022-02-22	Paper
The relaxed maximum principle for G-stochastic control systems with controlled jumps	2021-11-02	Paper
Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations	2021-02-09	Paper
Adaptive importance sampling with forward-backward stochastic differential equations (available as arXiv preprint)	2020-05-19	Paper
Variational approach to rare event simulation using least-squares regression Chaos: An Interdisciplinary Journal of Nonlinear Science	2019-08-06	Paper
One dimensional BSDEs with logarithmic growth application to PDEs Stochastics	2018-09-04	Paper
Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems	2018-02-14	Paper
Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations Comptes Rendus. Mathématique. Académie des Sciences, Paris	2017-01-10	Paper

Research outcomes over time

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