Quenched Mass Transport of Particles Toward a Target von Bouchard, Bruno, Djehiche, Boualem, Kharroubi, Idris

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Optimal risk management problem of natural resources: application to oil drilling von Gaïgi, M’hamed, Goutte, Stéphane, Kharroubi, Idris, Lim, Thomas

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Optimal Exploitation of a General Renewable Natural Resource under State and Delay Constraints von Gaïgi, M’hamed, Kharroubi, Idris, Lim, Thomas

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A stochastic target problem for branching diffusion processes von Kharroubi, Idris, Ocello, Antonio

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Optimal Switching in Finite Horizon under State Constraints von Kharroubi, Idris

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Discrete-Time Mean-Field Stochastic Control with Partial Observations von Chichportich, Jeremy, Kharroubi, Idris

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Regulation of Renewable Resource Exploitation von Kharroubi, Idris, Lim, Thomas, Mastrolia, Thibaut

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Progressive Enlargement of Filtrations and Backward Stochastic Differential Equations with Jumps von Kharroubi, Idris, Lim, Thomas

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Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension von Cosso, Andrea, Gozzi, Fausto, Kharroubi, Idris, Pham, Huyên, Rosestolato, Mauro

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Regulation of Renewable Resource Exploitation von Kharroubi, Idris, Lim, Thomas, Mastrolia, Thibaut

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Quenched mass transport of particles towards a target von Bouchard, Bruno, Djehiche, Boualem, Kharroubi, Idris

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Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions von Cosso, Andrea, Gozzi, Fausto, Kharroubi, Idris, Pham, Huyên, Rosestolato, Mauro

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Optimal exploitation of a resource with stochastic population dynamics and delayed renewal von Kharroubi, Idris, Lim, Thomas, Ly Vath, Vathana

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Optimal management and valuation of a natural resource: the case of optimal harvesting von Gaïgi, M'hamed, Kharroubi, Idris, Lim, Thomas

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Information uncertainty related to marked random times and optimal investment von Jiao, Ying, Kharroubi, Idris

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Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections von Elie, Romuald, Kharroubi, Idris

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DISCRETE TIME APPROXIMATION OF FULLY NONLINEAR HJB EQUATIONS VIA BSDES WITH NONPOSITIVE JUMPS von Kharroubi, Idris, Langrené, Nicolas, Pham, Huyên

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Mean-Variance Hedging on Uncertain Time Horizon in a Market with a Jump von Kharroubi, Idris, Lim, Thomas, Ngoupeyou, Armand

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OPTIMAL INVESTMENT UNDER MULTIPLE DEFAULTS RISK: A BSDE-DECOMPOSITION APPROACH von Jiao, Ying, Kharroubi, Idris, Pham, Huyên

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Comparison theorem for Brownian multidimensional BSDEs via jump processes von Kharroubi, Idris

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