Olivier Menoukeu Pamen

According to our database, Olivier Menoukeu Pamen authored at least 9 papers between 2014 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Maximum Principle for Stochastic Control of SDEs with Measurable Drifts.

Olivier Menoukeu Pamen, Ludovic Tangpi

J. Optim. Theory Appl., June, 2023

An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems.

Suhang Dai, Olivier Menoukeu Pamen

J. Comput. Appl. Math., 2023

2021

Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications.

Paul Honore Takam, Ralf Wunderlich, Olivier Menoukeu Pamen

CoRR, 2021

Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results.

Paul Honore Takam, Ralf Wunderlich, Olivier Menoukeu Pamen

CoRR, 2021

2019

Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts.

Olivier Menoukeu Pamen, Ludovic Tangpi

SIAM J. Math. Anal., 2019

2017

A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications.

Olivier Menoukeu Pamen, Romuald Hervé Momeya

Math. Methods Oper. Res., 2017

Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information.

Olivier Menoukeu Pamen

J. Optim. Theory Appl., 2017

2015

Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach.

Olivier Menoukeu Pamen

J. Optim. Theory Appl., 2015

2014

Stochastic Differential Games in Insider Markets via Malliavin Calculus.

Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh

J. Optim. Theory Appl., 2014