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math.PR2024
Optimal Stopping of Branching Diffusion Processes
Idris Kharroubi, Antonio Ocello
This article explores an optimal stopping problem for branching diffusion processes. It consists in looking for optimal stopping lines, a type of stopping time that maintains the b…
math.PR2024
Mean-field control of non exchangeable systems
Anna De Crescenzo, Marco Fuhrman, Idris Kharroubi +1
We study the optimal control of mean-field systems with heterogeneous and asymmetric interactions. This leads to considering a family of controlled Brownian diffusion processes wit…