93 citations · 436 across the 25 of their papers we have counts for
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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…
math.AP2021
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
Andrea Cosso, Fausto Gozzi, Idris Kharroubi +2
We study the Bellman equation in the Wasserstein space arising in the study of mean field control problems, namely stochastic optimal control problems for McKean-Vlasov diffusion p…
math.AP2011★ 1 cited
A decomposition approach for the discrete-time approximation of FBSDEs with a jump I : the Lipschitz case
Idris Kharroubi, Thomas Lim
We study the discrete-time approximation for solutions of forward-backward stochas- tic dierential equations (FBSDEs) with a jump. In this part, we study the case of Lipschitz gene…