Boualem Djehiche

34 papers Journal 28Unranked 6
YearRankTypeTitle / Venue / Authors
2025 J jnl
Analytical computation of conditional moments in the extended Cox-Ingersoll-Ross process with regime switching: Hybrid PDE system solutions with financial applications.
Math. Comput. Simul.
Sanae Rujivan, Nopporn Thamrongrat, Parun Juntanon, Boualem Djehiche
2025 — conf
Backpressure-Based Mean-Field Type Game for Scheduling in Multi-Hop Wireless Sensor Networks.
EUSIPCO
Salah Eddine Choutri, Boualem Djehiche, Prajwal Chauhan, Saif Eddin Jabari
2025 J jnl
Backpressure-based Mean-field Type Game for Scheduling in Multi-Hop Wireless Sensor Networks.
CoRR
Salah Eddine Choutri, Boualem Djehiche, Prajwal Chauhan, Saif Eddin Jabari
2025 J jnl
Breaking the Barriers of Text-Hungry and Audio-Deficient AI.
CoRR
Hamidou Tembine, Issa Bamia, Massa Ndong, Bakary Coulibaly, Oumar Issiaka Traore, Moussa Traore, Moussa Sanogo, Mamadou Eric Sangare, Salif Kante, Daryl Noupa Yongueng, Hafiz Tiomoko Ali, Malik Tiomoko, Frejus Laleye, Boualem Djehiche, Wesmanegda Elisee Dipama, Idris Baba Saje, Hammid Mohammed Ibrahim, Moumini Sanogo, Marie Coursel Nininahazwe, Abdul-Latif Siita, Haine Mhlongo, Teddy Nelvy Dieu Merci Kouka, Mariam Serine Jeridi, Mutiyamuogo Parfait Mupenge, Lekoueiry Dehah, Abdoul-Aziz Bio Sidi D. Bouko, Wilfried Franceslas Zokoue, Odette Richette Sambila, Alina RS Mbango, Mady Diagouraga, Oumarou Moussa Sanoussi, Gizachew Dessalegn, Mohamed Lamine Samoura, Bintou Laetitia Audrey Coulibaly
2024 J jnl
Patients Transportation in Surgery Scheduling Problem.
J. Syst. Sci. Complex.
Nacira Chikhi, Boualem Djehiche
2024 J jnl
The outcomes of generative AI are exactly the Nash equilibria of a non-potential game.
CoRR
Boualem Djehiche, Hamidou Tembine
2022 J jnl
Importance Sampling for a Simple Markovian Intensity Model Using Subsolutions.
ACM Trans. Model. Comput. Simul.
Boualem Djehiche, Henrik Hult, Pierre Nyquist
2022 J jnl
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients.
Math. Oper. Res.
Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri, Helmi Zaatra
2022 — conf
Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type.
CDC
Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche
2022 J jnl
Stability Via Adversarial Training of Neural Network Stochastic Control of Mean-Field Type.
CoRR
Julian Barreiro-Gomez, Salah Eddine Choutri, Boualem Djehiche
2021 J jnl
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems.
Syst. Control. Lett.
Nacira Agram, Boualem Djehiche
2020 J jnl
Behavior Near Walls in the Mean-Field Approach to Crowd Dynamics.
SIAM J. Appl. Math.
Alexander Aurell, Boualem Djehiche
2020 J jnl
Credit Scoring Based on the Set-Valued Identification Method.
J. Syst. Sci. Complex.
Ximei Wang, Min Hu, Yanlong Zhao, Boualem Djehiche
2020 J jnl
Credit scoring by incorporating dynamic networked information.
Eur. J. Oper. Res.
Yibei Li, Ximei Wang, Boualem Djehiche, Xiaoming Hu
2020 J jnl
Mean-Field-Type Games with Jump and Regime Switching.
Dyn. Games Appl.
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
2020 J jnl
Price Dynamics for Electricity in Smart Grid Via Mean-Field-Type Games.
Dyn. Games Appl.
Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine
2020 J jnl
Quenched Mass Transport of Particles Toward a Target.
J. Optim. Theory Appl.
Bruno Bouchard, Boualem Djehiche, Idris Kharroubi
2019 — conf
Fractional Mean-Field-Type Games under Non-Quadratic Costs: A Direct Method.
CDC
Julian Barreiro-Gomez, Boualem Djehiche, Tyrone E. Duncan, Bozenna Pasik-Duncan, Hamidou Tembine
2019 — conf
Mean-Field-Type Games for Blockchain-Based Distributed Power Networks.
ECONVN
Boualem Djehiche, Julian Barreiro-Gomez, Hamidou Tembine
2018 J jnl
Mean-Field Type Modeling of Nonlocal Crowd Aversion in Pedestrian Crowd Dynamics.
SIAM J. Control. Optim.
Alexander Aurell, Boualem Djehiche
2017 J jnl
A Mean-Field Game of Evacuation in Multilevel Building.
IEEE Trans. Autom. Control.
Boualem Djehiche, Alain Tcheukam Siwe, Hamidou Tembine
2017 — conf
Risk-sensitive mean-field-type control.
CDC
Alain Bensoussan, Boualem Djehiche, Hamidou Tembine, Sheung Chi Phillip Yam
2016 J jnl
A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type.
Dyn. Games Appl.
Boualem Djehiche, Minyi Huang
2016 J jnl
Mean-Field-Type Games in Engineering.
CoRR
Boualem Djehiche, Alain Tcheukam Siwe, Hamidou Tembine
2016 J jnl
Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type.
CoRR
Salah Eddine Choutri, Boualem Djehiche, Hamidou Tembine
2015 J jnl
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.
IEEE Trans. Autom. Control.
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014 J jnl
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control.
CoRR
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014 — conf
A stochastic maximum principle for risk-sensitive mean-field-type control.
CDC
Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014 J jnl
Mean-Field Games for Marriage.
CoRR
Dario Bauso, Ben Mansour Dia, Boualem Djehiche, Hamidou Tembine, Raúl Tempone
2014 J jnl
On the Solvability of Risk-Sensitive Linear-Quadratic Mean-Field Games.
CoRR
Boualem Djehiche, Hamidou Tembine
2014 J jnl
Risk-Sensitive Mean-Field Type Control under Partial Observation.
CoRR
Boualem Djehiche, Hamidou Tembine
2010 J jnl
A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization.
Math. Methods Oper. Res.
Daniel Andersson, Boualem Djehiche
2009 J jnl
A Finite Horizon Optimal Multiple Switching Problem.
SIAM J. Control. Optim.
Boualem Djehiche, Said Hamadène, Alexandre Popier
2007 J jnl
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions.
SIAM J. Control. Optim.
Seid Bahlali, Boualem Djehiche, Brahim Mezerdi