Said Hamadène

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2024 J jnl
ε-Nash Equilibria of a Multi-player Nonzero-Sum Dynkin Game in Discrete Time.
Dyn. Games Appl.
Said Hamadène, Mohammed Hassani, Marie-Amélie Morlais
2022 J jnl
Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients.
Math. Oper. Res.
Boualem Djehiche, Said Hamadène, Ibtissem Hdhiri, Helmi Zaatra
2021 J jnl
Risk-Sensitive Nonzero-Sum Stochastic Differential Game with Unbounded Coefficients.
Dyn. Games Appl.
Said Hamadène, Rui Mu
2019 J jnl
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition.
Asymptot. Anal.
Said Hamadène, Mohamed Mnif, Sarra Neffati
2014 J jnl
The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time.
SIAM J. Control. Optim.
Said Hamadène, Mohammed Hassani
2014 J jnl
The multi-player nonzero-sum Dynkin game in discrete time.
Math. Methods Oper. Res.
Said Hamadène, Mohammed Hassani
2011 J jnl
The Multi-player Nonzero-sum Dynkin Game in Continuous Time
CoRR
Said Hamadène, Mohammed Hassani
2011 J jnl
Viscosity solutions of systems of PDEs with interconnected obstacles and Multi modes switching problems
CoRR
Said Hamadène, Marie-Amélie Morlais
2010 J jnl
The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options.
SIAM J. Control. Optim.
Said Hamadène, Jianfeng Zhang
2009 J jnl
A Finite Horizon Optimal Multiple Switching Problem.
SIAM J. Control. Optim.
Boualem Djehiche, Said Hamadène, Alexandre Popier
2007 J jnl
On the Starting and Stopping Problem: Application in Reversible Investments.
Math. Oper. Res.
Said Hamadène, Monique Jeanblanc
2006 J jnl
Mixed Zero-Sum Stochastic Differential Game and American Game Options.
SIAM J. Control. Optim.
Said Hamadène