4 citations · 6 across the 3 of their papers we have counts for
2 papers
math.OC2023
Discrete-time Mean-Field Stochastic Control with Partial Observations
Jeremy Chichportich, Idris Kharroubi
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with…
math.AP2022★ 4 cited
A Stochastic Target Problem for Branching Diffusions
Idris Kharroubi, Antonio Ocello
We consider an optimal stochastic target problem for branching diffusion processes. This problem consists in finding the minimal condition for which a control allows the underlying…