The following pages link to Idris Kharroubi (Q424518):
Displaying 30 items.
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
- Comparison theorem for Brownian multidimensional BSDEs via jump processes (Q533992) (← links)
- A note on existence and uniqueness for solutions of multidimensional reflected BSDEs (Q638252) (← links)
- Optimal risk management problem of natural resources: application to oil drilling (Q829138) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- Optimal investment under multiple defaults risk: a BSDE-decomposition approach (Q1948694) (← links)
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
- Quenched mass transport of particles toward a target (Q2194119) (← links)
- A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization (Q2248052) (← links)
- Information uncertainty related to marked random times and optimal investment (Q2296112) (← links)
- Optimal exploitation of a resource with stochastic population dynamics and delayed renewal (Q2314851) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
- Mean-variance hedging on uncertain time horizon in a market with a jump (Q2441393) (← links)
- A decomposition approach for the discrete-time approximation of FBSDEs with a jump (Q2516016) (← links)
- Optimal Switching in Finite Horizon under State Constraints (Q2818218) (← links)
- MAX–MIN OPTIMIZATION PROBLEM FOR VARIABLE ANNUITIES PRICING (Q3467598) (← links)
- (Q5043153) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections (Q5174352) (← links)
- Regulation of Renewable Resource Exploitation (Q5218227) (← links)
- Discrete-time mean-field stochastic control with partial observations (Q6072100) (← links)
- A stochastic target problem for branching diffusion processes (Q6123265) (← links)
- Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions (Q6145295) (← links)
- Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)
- Optimal Stopping of Branching Diffusion Processes (Q6518569) (← links)
