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Mazid, Sehail

  1. The Finite Horizon impulse control Problem with arbitrary cost functions : the Viscosity Solution Approach
    2019/01/15 by Brahim El Asri, Asri, Brahim El, Sehail Mazid +1 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #93E20. 35Q93. 35D40 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
  2. A Deep BSDE approximation of nonlinear integro-PDEs with unbounded nonlocal operators
    2024/07/12 by Espen R. Jakobsen, Sehail Mazid, Jakobsen, Espen Robstad +1 · 1 citation
    Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Iterative Methods for Nonlinear Equations #Mathematical and Theoretical Analysis #Numerical Analysis (math.NA)