Morlais, Marie-Amélie

1. Optimal switching problems with an infinite set of modes: an approach by\n randomization and constrained backward SDEs
   2018/11/27 by Marco Fuhrman, Fuhrman, Marco, Marie-Amélie Morlais +1 · 3 citations
   Economics, Econometrics and Finance · Physics and Astronomy · #Stochastic processes and financial applications #Climate Change Policy and Economics #Advanced Thermodynamics and Statistical Mechanics
2. On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles
   2014/08/19 by Boualem Djehiche, Saïd Hamadène, Djehiche, Boualem +5 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · #49L25 #49N70 #60H30 #90C39 #93E20 #Economic theories and models #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications