검색결과 : 10건
| No. | Article |
|---|---|
| 1 |
Optimal Control and Zero-Sum Stochastic Differential Game Problems of Mean-Field Type Djehiche B, Hamadene S Applied Mathematics and Optimization, 81(3), 933, 2020 |
| 2 |
MEAN-FIELD TYPE MODELING OF NONLOCAL CROWD AVERSION IN PEDESTRIAN CROWD DYNAMICS Aurell A, Djehiche B SIAM Journal on Control and Optimization, 56(1), 434, 2018 |
| 3 |
A Mean-Field Game of Evacuation in Multilevel Building Djehiche B, Tcheukam A, Tembine H IEEE Transactions on Automatic Control, 62(10), 5154, 2017 |
| 4 |
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control Djehiche B, Tembine H, Tempone R IEEE Transactions on Automatic Control, 60(10), 2640, 2015 |
| 5 |
A Maximum Principle for SDEs of Mean-Field Type Andersson D, Djehiche B Applied Mathematics and Optimization, 63(3), 341, 2011 |
| 6 |
A General Stochastic Maximum Principle for SDEs of Mean-field Type Buckdahn R, Djehiche B, Li J Applied Mathematics and Optimization, 64(2), 197, 2011 |
| 7 |
Stochastic Impulse Control of Non-Markovian Processes Djehiche B, Hamadene S, Hdhiri I Applied Mathematics and Optimization, 61(1), 1, 2010 |
| 8 |
A FINITE HORIZON OPTIMAL MULTIPLE SWITCHING PROBLEM Djehiche B, Hamadene S, Popier A SIAM Journal on Control and Optimization, 48(4), 2751, 2009 |
| 9 |
On the stochastic maximum principle in optimal control of degenerate diffusions with lipschitz coefficients Bahlali K, Djehiche B, Mezerdi B Applied Mathematics and Optimization, 56(3), 364, 2007 |
| 10 |
The relaxed stochastic maximum principle in singular optimal control of diffusions Bahlali S, Djehiche B, Mezerdi B SIAM Journal on Control and Optimization, 46(2), 427, 2007 |