Omar Kebiri

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Papers (4)

1. Variational approach to rare event simulation using least-squares regression math.PR · 2019 · author #2
2. Adaptive importance sampling with forward-backward stochastic differential equations math.DS · 2018 · author #1
3. Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems math.DS · 2018 · author #1
4. Existence of an Optimal Control for a coupled FBSDE with a non degenerate diffusion coefficient math.OC · 2017 · author #2

Mentions

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Frequent Coauthors

• Carsten Hartmann 3 shared papers
• Lara Neureither 3 shared papers
• Ahmed Mtiraoui 1 shared papers
• Brahim Mezerdi 1 shared papers
• Khaled Bahlali 1 shared papers
• Lorenz Richter 1 shared papers