Djehiche, Boualem
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
2020/09/08 by Boualem Djehiche, Djehiche, Boualem, Fausto Gozzi +5 · 3 citations
Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Mean-Field-Type Games in Engineering
2016/05/11 by Djehiche, Boualem, Tcheukam, Alain, Tembine, Hamidou · 2 citations
#Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC)
- A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type\n Control
2014/04/05 by Boualem Djehiche, Djehiche, Boualem, Hamidou Tembiné +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Climate Change Policy and Economics #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Probability (math.PR) #Risk Management (q-fin.RM) #Stochastic processes and financial applications #Systems and Control (eess.SY) #electronic engineering #information engineering
- Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics
2017/01/31 by Aurell, Alexander, Djehiche, Boualem · 1 citation
#49N90 #60G09 #60H10 #60H30 #60K35 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Quenched mass transport of particles towards a target
2017/07/25 by Bouchard, Bruno, Djehiche, Boualem, Kharroubi, Idris · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Behavior near walls in the mean-field approach to crowd dynamics
2019/07/17 by Aurell, Alexander, Djehiche, Boualem · 1 citation
#49N90 #60H10 #60K35 #93E20 #FOS: Mathematics #Optimization and Control (math.OC)
- Non asymptotic estimation lower bounds for LTI state space models with Cramér-Rao and van Trees
2021/09/17 by Djehiche, Boualem, Mazhar, Othmane · 1 citation
#60B20 #60E15 #62B11 #62C20 #62J05 #62M10 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Statistics Theory (math.ST)
- Efficient learning of hidden state LTI state space models of unknown order
2022/02/03 by Djehiche, Boualem, Mazhar, Othmane · 1 citation
#60E15 #62C20 #62F10 #62J07 #62M05 #62M10 #62M15 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Probability (math.PR) #Statistics Theory (math.ST)
- Viscosity Solutions of Systems of Variational Inequalities with\n Interconnected Bilateral Obstacles
2012/11/21 by Boualem Djehiche, Said Hamad egrave ne, Djehiche, Boualem +3 · 2 citations
Mathematics · #Nonlinear Partial Differential Equations #Nonlinear Differential Equations Analysis #Geometric Analysis and Curvature Flows