Olivier Menoukeu Pamen

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 7

Top Topics

Short Term And Long Term

Optimal Stopping

Stochastic Process

Motion Prediction

Top Venues

J. Optim. Theory Appl.

J. Comput. Appl. Math.

Math. Methods Oper. Res.

Publications

Olivier Menoukeu Pamen, Ludovic Tangpi
Maximum Principle for Stochastic Control of SDEs with Measurable Drifts. J. Optim. Theory Appl. 197 (3) (2023)
Suhang Dai, Olivier Menoukeu Pamen
An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems. J. Comput. Appl. Math. 421 (2023)
Paul Honore Takam, Ralf Wunderlich, Olivier Menoukeu Pamen
Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications. CoRR (2021)
Paul Honore Takam, Ralf Wunderlich, Olivier Menoukeu Pamen
Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results. CoRR (2021)
Olivier Menoukeu Pamen, Ludovic Tangpi
Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts. SIAM J. Math. Anal. 51 (5) (2019)
Olivier Menoukeu Pamen, Romuald Hervé Momeya
A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications. Math. Methods Oper. Res. 85 (3) (2017)
Olivier Menoukeu Pamen
Maximum Principles of Markov Regime-Switching Forward-Backward Stochastic Differential Equations with Jumps and Partial Information. J. Optim. Theory Appl. 175 (2) (2017)
Olivier Menoukeu Pamen
Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach. J. Optim. Theory Appl. 167 (3) (2015)
Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh
Stochastic Differential Games in Insider Markets via Malliavin Calculus. J. Optim. Theory Appl. 160 (1) (2014)