Empirical Regression Method for Backward Doubly Stochastic Differential Equations. - Achref Bachouch; Emmanuel Gobet; Anis Matoussi (SIAM/ASA J. Uncertain. Quantification, 2016)

Singular Control Optimal Stopping of Memory Mean-Field Processes. - Nacira Agram; Achref Bachouch; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2019)

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis. - Côme Huré; Huyên Pham; Achref Bachouch; Nicolas Langrené (SIAM J. Numer. Anal., 2021)