Optimal Portfolio Liquidation with Execution Cost and Risk. - Idris Kharroubi; Huyên Pham (SIAM J. Financial Math., 2010)

A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization. - Idris Kharroubi; Nicolas Langrené; Huyên Pham (Monte Carlo Methods Appl., 2014)

When terminal facelift enforces delta constraints. - Jean-François Chassagneux; Romuald Elie; Idris Kharroubi (Finance Stochastics, 2015)

Optimal Switching in Finite Horizon under State Constraints. - Idris Kharroubi (SIAM J. Control. Optim., 2016)

Quenched Mass Transport of Particles Toward a Target. - Bruno Bouchard 002; Boualem Djehiche; Idris Kharroubi (J. Optim. Theory Appl., 2020)

Regulation of Renewable Resource Exploitation. - Idris Kharroubi; Thomas Lim; Thibaut Mastrolia (SIAM J. Control. Optim., 2020)

Optimal risk management problem of natural resources: application to oil drilling. - M'hamed Gaïgi; Stéphane Goutte; Idris Kharroubi; Thomas Lim (Ann. Oper. Res., 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)