Search filters

List of works by Boualem Djehiche

A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter

A Mean-Field Game of Evacuation in Multilevel Building

scholarly article by Boualem Djehiche et al published October 2017 in IEEE Transactions on Automatic Control

A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control

A Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet

A functional Hodrick–Prescott filter

A stochastic maximum principle for risk-sensitive mean-field-type control

Evacuation of multi-level building: Design, control and strategic flow

Mean-Field-Type Games with Jump and Regime Switching

Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games

scientific article published in 2020

Mean-field games for marriage ⬇️

scientific article

Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization

On the functional Hodrick–Prescott filter with non-compact operators

Risk-Sensitive Mean-Field Type Control Under Partial Observation

Paulina is supported by:

About Paulina

Help