Achref Bachouch

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 3

Top Topics

Brownian Motion

Optimal Stopping

Regression Method

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Numer. Anal.

SIAM J. Math. Anal.

Publications

Côme Huré, Huyên Pham, Achref Bachouch, Nicolas Langrené
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis. SIAM J. Numer. Anal. 59 (1) (2021)
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51 (1) (2019)
Achref Bachouch, Emmanuel Gobet, Anis Matoussi
Empirical Regression Method for Backward Doubly Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)