Boualem Djehiche

Orcid: 0000-0002-8171-9599

According to our database1, Boualem Djehiche authored at least 26 papers between 2007 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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Bibliography

2024
The outcomes of generative AI are exactly the Nash equilibria of a non-potential game.
CoRR, 2024

2022
Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions.
ACM Trans. Model. Comput. Simul., 2022

Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients.
Math. Oper. Res., 2022

Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type.
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.
Syst. Control. Lett., 2021

2020
Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics.
SIAM J. Appl. Math., 2020

Quenched Mass Transport of Particles Toward a Target.
J. Optim. Theory Appl., 2020

Credit Scoring Based on the Set-Valued Identification Method.
J. Syst. Sci. Complex., 2020

Credit scoring by incorporating dynamic networked information.
Eur. J. Oper. Res., 2020

Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games.
Dyn. Games Appl., 2020

Mean-Field-Type Games with Jump and Regime Switching.
Dyn. Games Appl., 2020

2019
Mean-Field-Type Games for Blockchain-Based Distributed Power Networks.
Proceedings of the Beyond Traditional Probabilistic Methods in Economics, 2019

Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018
Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics.
SIAM J. Control. Optim., 2018

2017
A Mean-Field Game of Evacuation in Multilevel Building.
IEEE Trans. Autom. Control., 2017

Risk-sensitive mean-field-type control.
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.
Dyn. Games Appl., 2016

Mean-Field-Type Games in Engineering.
CoRR, 2016

Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type.
CoRR, 2016

2015
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.
IEEE Trans. Autom. Control., 2015

2014
Risk-Sensitive Mean-Field Type Control under Partial Observation.
CoRR, 2014

On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games.
CoRR, 2014

Mean-Field Games for Marriage.
CoRR, 2014

2010
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization.
Math. Methods Oper. Res., 2010

2009
A Finite Horizon Optimal Multiple Switching Problem.
SIAM J. Control. Optim., 2009

2007
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions.
SIAM J. Control. Optim., 2007


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