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Boualem Djehiche · Study
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Author
Boualem Djehiche
12 works
· latest 2020
· 2 institutions
cluster: provisional
ORCID 0000-0002-8171-9599
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12
Citations
1,827
Works here
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Most cited in this library
On modelling and pricing weather derivatives
2002 · 390 citations
A Maximum Principle for SDEs of Mean-Field Type
2010 · 330 citations
Mean-field backward stochastic differential equations: A limit approach
2009 · 324 citations
A General Stochastic Maximum Principle for SDEs of Mean-field Type
2011 · 281 citations
A Finite Horizon Optimal Multiple Switching Problem
2009 · 128 citations
Works
12 shown
Credit scoring by incorporating dynamic networked information
European Journal of Operational Research
·
2020
·
3 authors
32
citations
Mean-Field-Type Games in Engineering
AIMS Electronics and Electrical Engineering
·
2017
·
3 authors
·
Open access
96
citations
A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type
Dynamic Games and Applications
·
2015
·
2 authors
32
citations
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control
IEEE Conference on Decision and Control (CDC)
·
2014
·
3 authors
·
other
·
Open access
103
citations
A General Stochastic Maximum Principle for SDEs of Mean-field Type
Applied Mathematics & Optimization
·
2011
·
3 authors
281
citations
A Maximum Principle for SDEs of Mean-Field Type
Applied Mathematics & Optimization
·
2010
·
2 authors
330
citations
Mean-field backward stochastic differential equations: A limit approach
The Annals of Probability
·
2009
·
4 authors
·
Open access
324
citations
ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
International Journal of Theoretical and Applied Finance
·
2009
·
2 authors
·
Open access
30
citations
A Finite Horizon Optimal Multiple Switching Problem
SIAM Journal on Control and Optimization
·
2009
·
3 authors
·
Open access
128
citations
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions
SIAM Journal on Control and Optimization
·
2007
·
3 authors
41
citations
Approximation and optimality necessary conditions in relaxed stochastic control problems
International Journal of Stochastic Analysis
·
2006
·
3 authors
·
Open access
40
citations
On modelling and pricing weather derivatives
Applied Mathematical Finance
·
2002
·
3 authors
390
citations