38 citations · 135 across the 29 of their papers we have counts for
37 papers
Viscosity solution of systems of integral-partial differential equations with interconnected obstacles without Monotonicity Conditions and infinite L{é}vy measure
Said Hamadène, Mohamed Mnif, Sarra Neffati
In this paper, we study a system of second-order integral-partial differential equations with interconnected obstacles. A particular case, is the Hamilton-Jacobi-Bellman (HJB for s…
Optimal stochastic impulse control problem with delay with actions decided at the execution time
Said Hamadène, Ibtissam Hdhiri
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay between the decision and execution times. The dynamics of the controlled sy…
Discrete time stochastic impulse control with delay
Said Hamadène, Boualem Djehiche
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of p…
Mean-Field Doubly Reflected Backward Stochastic Differential Equations
Yinggu Chen, Said Hamadene, Tingshu Mu
We study mean-field doubly reflected BSDEs. First, using the fixed point method, we show existence and uniqueness of the solution when the data which define the BSDE are -integr…
Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles
Said Hamadène, Tingshu Mu
In this paper we study a zero-sum switching game and its verification theorems expressed in terms of either a system of Reflected Backward Stochastic Differential Equations (RBSDEs…
On the Stochastic Control-Stopping Problem
Brahim Asri, Said Hamadène, Khalid Oufdil
We study the stochastic control-stopping problem when the data are of polynomial growth. The approach is based on backward stochastic dierential equations (BSDEs for short). The pr…