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Boualem Djehiche

Identifiers

  • name variant Boualem Djehiche 0.60 · backfill

Papers (27)

  1. Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients math.PR · 2019 · author #1
  2. Modeling tagged pedestrian motion: a mean-field type game approach math.OC · 2018 · author #2
  3. Mean-field risk sensitive control and zero-sum games for Markov chains math.PR · 2018 · author #2
  4. Risk-Sensitive Mean-Field-Type Control math.OC · 2017 · author #2
  5. Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics math.OC · 2017 · author #2
  6. Optimal control and zero-sum games for Markov chains of mean-field type math.OC · 2016 · author #2
  7. Mean-Field-Type Games in Engineering math.OC · 2016 · author #1
  8. Optimal control and zero-sum stochastic differential game problems of mean-field type math.PR · 2016 · author #1
  9. The Principal-Agent Problem With Time Inconsistent Utility Functions math.OC · 2015 · author #1
  10. A hidden Markov approach to disability insurance stat.AP · 2014 · author #1
  11. Risk-Sensitive Mean-Field Type Control under Partial Observation math.OC · 2014 · author #1
  12. A Full Balance Sheet Two-modes Optimal Switching problem math.PR · 2014 · author #1
  13. The Principal-Agent Problem; A Stochastic Maximum Principle Approach math.OC · 2014 · author #1
  14. On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles math.PR · 2014 · author #1
  15. Min-max representations of viscosity solutions of Hamilton-Jacobi equations and applications in rare-event simulation math.AP · 2014 · author #1
  16. Mean-Field Games for Marriage math.OC · 2014 · author #3
  17. A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control math.OC · 2014 · author #1
  18. A characterization of sub-game perfect Nash equilibria for SDEs of mean field type math.OC · 2014 · author #1
  19. Risk aggregation and stochastic claims reserving in disability insurance q-fin.RM · 2014 · author #1
  20. On the functional Hodrick-Prescott Filter with non-compact operators math.ST · 2013 · author #1
  21. A Functional Hodrick Prescott Filter math.ST · 2013 · author #1
  22. Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles math.AP · 2012 · author #1
  23. Stochastic Impulse Control of Non-Markovian Processes math.PR · 2008 · author #1
  24. Large Deviations for Heavy-Tailed Factor Models math.PR · 2007 · author #1
  25. A maximum principle for relaxed stochastic control of linear SDE's with application to bond portfolio optimization math.OC · 2007 · author #2
  26. Mean-field backward stochastic differential equations: A limit approach math.PR · 2007 · author #2
  27. A Finite Horizon Optimal Multiple Switching Problem math.PR · 2007 · author #1

Mentions

  • 1410.6392 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1408.4282 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1406.3605 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1404.3389 #3 · backfill · confidence 0.70 Boualem Djehiche
  • 1404.1441 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1403.6324 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1401.3589 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1312.4943 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1312.4936 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 1211.4991 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 0806.2761 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 0712.0459 #1 · backfill · confidence 0.70 Boualem Djehiche
  • 0712.0336 #2 · backfill · confidence 0.70 Boualem Djehiche
  • 0711.2162 #2 · backfill · confidence 0.70 Boualem Djehiche
  • 0707.2663 #1 · backfill · confidence 0.70 Boualem Djehiche

Frequent Coauthors