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20172026
most citedVariational approach to rare event simulation using least-squares regression

22 citations · 27 across the 9 of their papers we have counts for

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math.OC2026

Stochastic Optimal Control of Decoupled Reflected FBSDEs: A Variational Approach with Residual Reflection Terms

Hanane Ben-Gherbal, Omar Kebiri

This paper studies necessary optimality conditions for stochastic control problems governed by decoupled forward--backward stochastic differential equations with reflection constra…