Kouhkouh, Hicham
- Singular perturbations in stochastic optimal control with unbounded data
2022/08/01 by Bardi, Martino, Kouhkouh, Hicham · 1 citation
#35B25 #49L25 #93C70 #93E20 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Uniform-in-time mean-field limit estimate for the Consensus-Based Optimization
2024/11/06 by Hui Huang, Huang, Hui, Hicham Kouhkouh +1 · 2 citations
Computer Science · Decision Sciences · #65C35 #90C26 #90C56 #Advanced Multi-Objective Optimization Algorithms #FOS: Mathematics #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Probability (math.PR)
- Long-time behaviour of deterministic Mean Field Games with non-monotone interactions
2023/04/19 by Bardi, Martino, Kouhkouh, Hicham · 1 citation
#35B40 #35F21 #35Q89 #91A16 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- A viscous ergodic problem with unbounded and measurable ingredients. Part 1: HJB Equation
2023/11/08 by Kouhkouh, Hicham · 1 citation
#35F21 #35J60 #49K27 #49L12 #Analysis of PDEs (math.AP) #FOS: Mathematics #Optimization and Control (math.OC)
- A multiscale Consensus-Based algorithm for multi-level optimization
2024/07/12 by Herty, Michael, Huang, Yuyang, Kalise, Dante +1 · 1 citation
#49M37 #65C35 #90C26 #90C56 #93C70 #FOS: Mathematics #Optimization and Control (math.OC)