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math.PR2024★ 2 cited
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…
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…