검색결과 : 8건
| 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 |
THE MULTIPLAYER NONZERO-SUM DYNKIN GAME IN CONTINUOUS TIME Hamadene S, Mohammed H SIAM Journal on Control and Optimization, 52(2), 821, 2014 |
| 3 |
Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem Hamadene S, Morlais MA Applied Mathematics and Optimization, 67(2), 163, 2013 |
| 4 |
Stochastic Impulse Control of Non-Markovian Processes Djehiche B, Hamadene S, Hdhiri I Applied Mathematics and Optimization, 61(1), 1, 2010 |
| 5 |
THE CONTINUOUS TIME NONZERO-SUM DYNKIN GAME PROBLEM AND APPLICATION IN GAME OPTIONS Hamadene S, Zhang JF SIAM Journal on Control and Optimization, 48(5), 3659, 2010 |
| 6 |
The Finite Horizon Optimal Multi-Modes Switching Problem: The Viscosity Solution Approach El Asri B, Hamadene S Applied Mathematics and Optimization, 60(2), 213, 2009 |
| 7 |
A FINITE HORIZON OPTIMAL MULTIPLE SWITCHING PROBLEM Djehiche B, Hamadene S, Popier A SIAM Journal on Control and Optimization, 48(4), 2751, 2009 |
| 8 |
Mixed zero-sum stochastic differential game and American game options Hamadene S SIAM Journal on Control and Optimization, 45(2), 496, 2006 |