Boualem Djehiche

Publication Activity (10 Years)

Years Active: 2007-2024
Publications (10 Years): 21

Top Topics

Markov Decision Chains

Infinite Horizon

Optimal Stopping

Nash Equilibria

Top Venues

Dyn. Games Appl.

J. Syst. Sci. Complex.

Publications

Boualem Djehiche, Hamidou Tembine
The outcomes of generative AI are exactly the Nash equilibria of a non-potential game. CoRR (2024)
Nacira Chikhi, Boualem Djehiche
Patients Transportation in Surgery Scheduling Problem. J. Syst. Sci. Complex. 37 (3) (2024)
Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche
Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type. CDC (2022)
Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche
Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type. CoRR (2022)
Boualem Djehiche, Henrik Hult, Pierre Nyquist
Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions. ACM Trans. Model. Comput. Simul. 32 (2) (2022)
Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri, Helmi Zaatra
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients. Math. Oper. Res. 47 (1) (2022)
Nacira Agram, Boualem Djehiche
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems. Syst. Control. Lett. 155 (2021)
Alexander Aurell, Boualem Djehiche
Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics. SIAM J. Appl. Math. 80 (3) (2020)
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
Mean-Field-Type Games with Jump and Regime Switching. Dyn. Games Appl. 10 (1) (2020)
Yibei Li, Ximei Wang, Boualem Djehiche, Xiaoming Hu
Credit scoring by incorporating dynamic networked information. Eur. J. Oper. Res. 286 (3) (2020)
Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games. Dyn. Games Appl. 10 (4) (2020)
Bruno Bouchard, Boualem Djehiche, Idris Kharroubi
Quenched Mass Transport of Particles Toward a Target. J. Optim. Theory Appl. 186 (2) (2020)
Ximei Wang, Min Hu, Yanlong Zhao, Boualem Djehiche
Credit Scoring Based on the Set-Valued Identification Method. J. Syst. Sci. Complex. 33 (5) (2020)
Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine
Mean-Field-Type Games for Blockchain-Based Distributed Power Networks. ECONVN (2019)
Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method. CDC (2019)
Alexander Aurell, Boualem Djehiche
Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics. SIAM J. Control. Optim. 56 (1) (2018)
Boualem Djehiche, Alain Tcheukam Siwe, Hamidou Tembine
A Mean-Field Game of Evacuation in Multilevel Building. IEEE Trans. Autom. Control. 62 (10) (2017)
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
Risk-sensitive mean-field-type control. CDC (2017)
Boualem Djehiche, Minyi Huang
A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type. Dyn. Games Appl. 6 (1) (2016)
Boualem Djehiche, Alain Tcheukam Siwe, Hamidou Tembine
Mean-Field-Type Games in Engineering. CoRR (2016)
Salah Eddine Choutri, Boualem Djehiche, Hamidou Tembine
Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type. CoRR (2016)
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. IEEE Trans. Autom. Control. 60 (10) (2015)
Boualem Djehiche, Hamidou Tembine
Risk-Sensitive Mean-Field Type Control under Partial Observation. CoRR (2014)
Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raúl Tempone
Mean-Field Games for Marriage. CoRR (2014)
Boualem Djehiche, Hamidou Tembine
On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games. CoRR (2014)
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control. CoRR (2014)
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
A stochastic maximum principle for risk-sensitive mean-field-type control. CDC (2014)
Daniel Andersson, Boualem Djehiche
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization. Math. Methods Oper. Res. 72 (2) (2010)
Boualem Djehiche, Said Hamadène, Alexandre Popier
A Finite Horizon Optimal Multiple Switching Problem. SIAM J. Control. Optim. 48 (4) (2009)
Seid Bahlali, Boualem Djehiche, Brahim Mezerdi
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions. SIAM J. Control. Optim. 46 (2) (2007)