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ORCIDIdris Kharroubi
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2020 – today
- 2021
[j8]M'hamed Gaïgi
, Stéphane Goutte, Idris Kharroubi, Thomas Lim:
Optimal risk management problem of natural resources: application to oil drilling. Ann. Oper. Res. 297(1): 147-166 (2021)- [j7]Idris Kharroubi, Thomas Lim, Xavier Warin:
Discretization and machine learning approximation of BSDEs with a constraint on the Gains-process. Monte Carlo Methods Appl. 27(1): 27-55 (2021) - 2020
- [j6]Bruno Bouchard, Boualem Djehiche, Idris Kharroubi:
Quenched Mass Transport of Particles Toward a Target. J. Optim. Theory Appl. 186(2): 345-374 (2020) - [j5]Idris Kharroubi, Thomas Lim, Thibaut Mastrolia:
Regulation of Renewable Resource Exploitation. SIAM J. Control. Optim. 58(1): 551-579 (2020) - [i1]Idris Kharroubi, Thomas Lim, Xavier Warin:
Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process. CoRR abs/2002.02675 (2020)
2010 – 2019
- 2016
- [j4]Idris Kharroubi:
Optimal Switching in Finite Horizon under State Constraints. SIAM J. Control. Optim. 54(4): 2202-2233 (2016) - 2015
- [j3]Jean-François Chassagneux, Romuald Elie, Idris Kharroubi:
When terminal facelift enforces delta constraints. Finance Stochastics 19(2): 329-362 (2015) - 2014
- [j2]Idris Kharroubi, Nicolas Langrené, Huyên Pham:
A numerical algorithm for fully nonlinear HJB equations: An approach by control randomization. Monte Carlo Methods Appl. 20(2): 145-165 (2014) - 2010
- [j1]Idris Kharroubi, Huyên Pham:
Optimal Portfolio Liquidation with Execution Cost and Risk. SIAM J. Financial Math. 1(1): 897-931 (2010)
Coauthor Index
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