Wahid Faidi

Publication Activity (10 Years)

Years Active: 2011-2019
Publications (10 Years): 1

Top Topics

Transition Probabilities

Decision Making

Utility Maximization

Top Venues

J. Optim. Theory Appl.

Publications

Wahid Faidi, Hanen Mezghanni, Mohamed Mnif
Expected Utility Maximization Problem Under State Constraints and Model Uncertainty. J. Optim. Theory Appl. 183 (3) (2019)
Wahid Faidi, Anis Matoussi, Mohamed Mnif
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach. SIAM J. Financial Math. 2 (1) (2011)