Salah Eddine Choutri
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Papers (5)
- Mean-field FBSDE and optimal control math.OC · 2019 · author #2
- A Stochastic Maximum Principle for Markov chains of mean-field type math.PR · 2018 · author #1
- Mean-field risk sensitive control and zero-sum games for Markov chains math.PR · 2018 · author #1
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion math.PR · 2017 · author #2
- Optimal control and zero-sum games for Markov chains of mean-field type math.OC · 2016 · author #1
Mentions
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Frequent Coauthors
- Boualem Djehiche 2 shared papers
- Hamidou Tembine 2 shared papers
- Amel Redjil 1 shared papers
- Nacira Agram 1 shared papers