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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 2023Show all

1 paper · 1 filter

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…

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