Boualem Djehiche

According to our database, Boualem Djehiche authored at least 28 papers between 2007 and 2025.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2025

Analytical computation of conditional moments in the extended Cox-Ingersoll-Ross process with regime switching: Hybrid PDE system solutions with financial applications.

Sanae Rujivan, Nopporn Thamrongrat, Parun Juntanon, Boualem Djehiche

Math. Comput. Simul., 2025

2024

Patients Transportation in Surgery Scheduling Problem.

Nacira Chikhi, Boualem Djehiche

J. Syst. Sci. Complex., June, 2024

The outcomes of generative AI are exactly the Nash equilibria of a non-potential game.

Boualem Djehiche, Hamidou Tembine

CoRR, 2024

2022

Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions.

Boualem Djehiche, Henrik Hult, Pierre Nyquist

ACM Trans. Model. Comput. Simul., 2022

Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients.

Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri, Helmi Zaatra

Math. Oper. Res., 2022

Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type.

Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche

Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2021

On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems.

Nacira Agram, Boualem Djehiche

Syst. Control. Lett., 2021

2020

Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics.

Alexander Aurell, Boualem Djehiche

SIAM J. Appl. Math., 2020

Quenched Mass Transport of Particles Toward a Target.

Bruno Bouchard, Boualem Djehiche, Idris Kharroubi

J. Optim. Theory Appl., 2020

Credit Scoring Based on the Set-Valued Identification Method.

Ximei Wang, Min Hu, Yanlong Zhao, Boualem Djehiche

J. Syst. Sci. Complex., 2020

Credit scoring by incorporating dynamic networked information.

Yibei Li, Ximei Wang, Boualem Djehiche, Xiaoming Hu

Eur. J. Oper. Res., 2020

Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games.

Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine

Dyn. Games Appl., 2020

Mean-Field-Type Games with Jump and Regime Switching.

Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam

Dyn. Games Appl., 2020

2019

Mean-Field-Type Games for Blockchain-Based Distributed Power Networks.

Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine

Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method.

Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018

Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics.

Alexander Aurell, Boualem Djehiche

SIAM J. Control. Optim., 2018

2017

A Mean-Field Game of Evacuation in Multilevel Building.

Boualem Djehiche, Alain Tcheukam Siwe, Hamidou Tembine

IEEE Trans. Autom. Control., 2017

Risk-sensitive mean-field-type control.

Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam

Proceedings of the 56th IEEE Annual Conference on Decision and Control, 2017

2016

A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type.

Boualem Djehiche, Minyi Huang

Dyn. Games Appl., 2016

Mean-Field-Type Games in Engineering.

Boualem Djehiche, Alain Tcheukam Siwe, Hamidou Tembine

CoRR, 2016

Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type.

Salah Eddine Choutri, Boualem Djehiche, Hamidou Tembine

CoRR, 2016

2015

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

Boualem Djehiche, Hamidou Tembine, Raúl Tempone

IEEE Trans. Autom. Control., 2015

2014

Risk-Sensitive Mean-Field Type Control under Partial Observation.

Boualem Djehiche, Hamidou Tembine

CoRR, 2014

On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games.

Boualem Djehiche, Hamidou Tembine

CoRR, 2014

Mean-Field Games for Marriage.

Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raúl Tempone

CoRR, 2014

2010

A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization.

Daniel Andersson, Boualem Djehiche

Math. Methods Oper. Res., 2010

2009

A Finite Horizon Optimal Multiple Switching Problem.

Boualem Djehiche, Said Hamadène, Alexandre Popier

SIAM J. Control. Optim., 2009

2007

The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions.

Seid Bahlali, Boualem Djehiche, Brahim Mezerdi

SIAM J. Control. Optim., 2007