InstitucionesPeriodo de publicación recogido
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Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension
Andrea Cosso, Fausto Gozzi, Idris Kharroubi, Huyên Pham, Mauro Rosestolato
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 33, Nº. 4, 2023, págs. 2863-2918
Mean-field Markov decision processes with common noise and open-loop controls
Médéric Motte, Huyên Pham
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 32, Nº. 2, 2022, 1458 págs.
Linear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation
Eduardo Abi Jaber, Enzo Miller, Huyên Pham
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 31, Nº. 5, 2021, págs. 2244-2274
Elena Bandini, Andrea Cosso, Marco Fuhrman, Huyên Pham
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 28, Nº. 3, 2018, págs. 1634-1678
Randomized and backward SDE representation for optimal control of non-Markovian SDEs.
Marco Fuhrman, Huyên Pham
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 25, Nº. 4, 2015, págs. 2134-2167
Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps.
Idris Kharroubi, Nicolas Langrené, Huyên Pham
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 25, Nº. 4, 2015, págs. 2301-2338
Feynman–Kac representation for Hamilton–Jacobi–Bellman IPDE
Idris Kharroubi, Huyên Pham
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 43, Nº. 4, 2015, págs. 1823-1865
Backward SDEs with constrained jumpps and quasi-variational inequalities.
Idris Kharroubi, Jin Ma, Huyên Pham, Jianfeng Zhang
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 38, Nº. 2, 2010, págs. 794-840
Vathana Ly Vath, Huyên Pham, Stéphane Villeneuve
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 18, Nº. 3, 2008, págs. 1164-1200
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