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Said Hamad\`ene

Identifiers

  • name variant Said Hamad\`ene 0.60 · backfill

Papers (10)

  1. On a switching control problem with c\`adl\`ag costs math.OC · 2019 · author #1
  2. A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time math.OC · 2018 · author #1
  3. Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem without Monotonicity Condition math.OC · 2018 · author #1
  4. Optimal control and zero-sum stochastic differential game problems of mean-field type math.PR · 2016 · author #2
  5. On the bang-bang type Nash equilibrium point for Markovian nonzero-sum stochastic differential game math.OC · 2014 · author #1
  6. Risk-sensitive Nonzero-sum Stochastic Differential Game with Unbounded Coefficients math.OC · 2014 · author #1
  7. Viscosity solutions for second order integro-differential equations without monotonicity conditions: The Probabilistic Approach math.AP · 2014 · author #2
  8. On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles math.PR · 2014 · author #2
  9. Existence of Nash Equilibrium Points for Markovian Nonzero-sum Stochastic Differential Games with Unbounded Coefficients math.OC · 2013 · author #1
  10. Viscosity solutions of systems of PDEs with interconnected obstacles and Multi modes switching problems math.OC · 2011 · author #1

Mentions

  • 1104.2689 #1 · backfill · confidence 0.70 Said Hamad\`ene

Frequent Coauthors