Said Hamadène

Publication Activity (10 Years)

Years Active: 2006-2024
Publications (10 Years): 4

Top Topics

Markov Decision Chains

Infinite Horizon

Nash Equilibria

Top Venues

Dyn. Games Appl.

Math. Oper. Res.

Asymptot. Anal.

Math. Methods Oper. Res.

Publications

Said Hamadène, Mohammed Hassani, Marie-Amélie Morlais
ε-Nash Equilibria of a Multi-player Nonzero-Sum Dynkin Game in Discrete Time. Dyn. Games Appl. 14 (3) (2024)
Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri, Helmi Zaatra
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients. Math. Oper. Res. 47 (1) (2022)
Said Hamadène, Rui Mu
Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients. Dyn. Games Appl. 11 (1) (2021)
Said Hamadène, Mohamed Mnif, Sarra Neffati
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition. Asymptot. Anal. 113 (3) (2019)
Said Hamadène, Mohammed Hassani
The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time. SIAM J. Control. Optim. 52 (2) (2014)
Said Hamadène, Mohammed Hassani
The multi-player nonzero-sum Dynkin game in discrete time. Math. Methods Oper. Res. 79 (2) (2014)
Said Hamadène, Mohammed Hassani
The Multi-player Nonzero-sum Dynkin Game in Continuous Time CoRR (2011)
Said Hamadène, Marie-Amélie Morlais
Viscosity solutions of systems of PDEs with interconnected obstacles and Multi modes switching problems CoRR (2011)
Said Hamadène, Jianfeng Zhang
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options. SIAM J. Control. Optim. 48 (5) (2010)
Boualem Djehiche, Said Hamadène, Alexandre Popier
A Finite Horizon Optimal Multiple Switching Problem. SIAM J. Control. Optim. 48 (4) (2009)
Said Hamadène, Monique Jeanblanc
On the Starting and Stopping Problem: Application in Reversible Investments. Math. Oper. Res. 32 (1) (2007)
Said Hamadène
Mixed Zero-Sum Stochastic Differential Game and American Game Options. SIAM J. Control. Optim. 45 (2) (2006)