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researcher

Idris Kharroubi

30 papers hereh-index 17993 citations50 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author16
  • middle author5
  • last author8

Across the 30 of 30 papers where every author was matched, so the position is known.

fields
  • math.PR16
  • math.OC8
  • math.AP3
  • q-fin.PR2
  • cs.LG1

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedA numerical algorithm for fully nonlinear HJB equations: an approach by control randomization

93 citations · 436 across the 25 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.