97 citations · 117 across the 5 of their papers we have counts for
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math.OC2019
A new approach to optimal stopping for Hunt processes
Achref Bachouch, Olfa Draouil, Bernt Øksendal
In this paper we present a new verification theorem for optimal stopping problems for Hunt processes. The approach is based on the Fukushima-Dynkin formula, and its advantage is th…
math.OC2018★ 20 cited
Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
Achref Bachouch, Côme Huré, Nicolas Langrené +1
This paper presents several numerical applications of deep learning-based algorithms that have been introduced in [HPBL18]. Numerical and comparative tests using TensorFlow illustr…