Chiheb Ben Hammouda

Available identifiers

Publication	Date of Publication	Type
Lagrangian relaxation for continuous-time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays	2024-11-01	Paper
Automated importance sampling via optimal control for stochastic reaction networks: a Markovian projection-based approach	2024-07-04	Paper
Multilevel Monte Carlo with numerical smoothing for robust and efficient computation of probabilities and densities	2024-05-07	Paper
Learning-based importance sampling via stochastic optimal control for stochastic reaction networks	2023-07-20	Paper
Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing	2023-06-20	Paper
Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model	2020-12-07	Paper
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks	2020-11-04	Paper
Multilevel hybrid split-step implicit tau-leap	2017-02-17	Paper
Lagrangian Relaxation for Continuous-Time Optimal Control of Coupled Hydrothermal Power Systems Including Storage Capacity and a Cascade of Hydropower Systems with Time Delays	N/A	Paper

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