activity
20212026
most citedRobust risk management via multi-marginal optimal transport

1 citations · 1 across the 5 of their papers we have counts for

collaborators

6 papers

math.OC2026

Second order splitting dynamics for stochastic monotone inclusions with closed loop distribution

Wutao Si, Hamza Ennaji, Jalal Fadili

In this paper, we investigate the problem of finding a zero of the sum of a maximal monotone operator and a cocoercive operator $\Bm$ in a Hilbert space. This formulation natur…

math.AP2026

A coupled prediction-correction Hughes' model for congested crowd motion

Hamza Ennaji, Noureddine Igbida, Ghadir Jradi +1

In this work, we introduce a new macroscopic model for crowd motion inspired by the celebrated Hughes' model \cite{Hughes2002, Hughes2003}, which couples a nonlinear conservation l…

math.OC2024

Stochastic Monotone Inclusion with Closed Loop Distributions

Hamza Ennaji, Jalal Fadili, Hedy Attouch

In this paper, we study in a Hilbertian setting, first and second-order monotone inclusions related to stochastic optimization problems with decision dependent distributions. The s…

math.AP2023

Prediction-Correction Pedestrian Flow by Means of Minimum Flow Problem

Hamza Ennaji, Noureddine Igbida, Ghadir Jradi

We study a new variant of mathematical prediction-correction model for crowd motion. The prediction phase is handled by a transport equation where the vector field is computed via…

math.OC2022★ 1 cited

Robust risk management via multi-marginal optimal transport

Hamza Ennaji, Quentin Mérigot, Luca Nenna +1

We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but wh…

math.AP2021

Quasi-convex Hamilton--Jacobi equations via limits of Finsler -Laplace problems as

Hamza Ennaji, Noureddine Igbida, Van Thanh Nguyen

In this paper we show that the maximal viscosity solution of a class of quasi-convex Hamilton--Jacobi equations, coupled with inequality constraints on the boundary, can be recover…