Idris Kharroubi

According to our database, Idris Kharroubi authored at least 8 papers between 2010 and 2021.

Collaborative distances:

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

2021

Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process.

Idris Kharroubi, Thomas Lim, Xavier Warin

Monte Carlo Methods Appl., 2021

Optimal risk management problem of natural resources: application to oil drilling.

M'hamed Gaïgi, Stéphane Goutte, Idris Kharroubi, Thomas Lim

Ann. Oper. Res., 2021

2020

Regulation of Renewable Resource Exploitation.

Idris Kharroubi, Thomas Lim, Thibaut Mastrolia

SIAM J. Control. Optim., 2020

Quenched Mass Transport of Particles Toward a Target.

Bruno Bouchard, Boualem Djehiche, Idris Kharroubi

J. Optim. Theory Appl., 2020

2016

Optimal Switching in Finite Horizon under State Constraints.

Idris Kharroubi

SIAM J. Control. Optim., 2016

2015

When terminal facelift enforces delta constraints.

Jean-François Chassagneux, Romuald Elie, Idris Kharroubi

Finance Stochastics, 2015

2014

A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization.

Idris Kharroubi, Nicolas Langrené, Huyên Pham

Monte Carlo Methods Appl., 2014

2010

Optimal Portfolio Liquidation with Execution Cost and Risk.

Idris Kharroubi, Huyên Pham

SIAM J. Financial Math., 2010