3 papers
math.PR2026
Optimal stochastic impulse control problem with delay with actions decided at the execution time
Said Hamadène, Ibtissam Hdhiri
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay between the decision and execution times. The dynamics of the controlled s…
math.OC2025
Discrete time stochastic impulse control with delay
Said Hamadène, Boualem Djehiche
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of p…
math.AP2024
Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without Monotonicity Conditions
Said Hamadène, Mohamed Mnif, Sarah Neffati
In this paper, we study a system of second order integro-partial differential equations with interconnected obstacles with non-local terms, related to an optimal switching problem…