Optimal Multi-Modes Switching with the Switching Cost not necessarily Positive B El Asri, I Fakhouri arXiv preprint arXiv:1204.1683, 2012 | 14 | 2012 |
Viscosity solutions for a system of PDEs and optimal switching B El Asri, I Fakhouri IMA Journal of Mathematical Control and Information 34 (3), 937-960, 2017 | 13 | 2017 |
-solutions of generalized BSDEs with jumps and monotone generator in a general filtration M Eddahbi, I Fakhouri, Y Ouknine Modern Stochastics: Theory and Applications 4 (1), 25-63, 2017 | 12* | 2017 |
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains I Fakhouri, Y Ouknine, Y Ren Stochastics 90 (2), 256-296, 2018 | 8 | 2018 |
Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections S Aazizi, T El Mellali, I Fakhouri, Y Ouknine Statistics and Probability Letters 137, 70-78, 2018 | 6 | 2018 |
Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time S Aazizi, I Fakhouri Bulletin des Sciences Mathématiques 137 (4), 523-540, 2013 | 5 | 2013 |
-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method I Fakhouri, Y Ouknine SeMa journal 76 (1), 37-63, 2019 | 3 | 2019 |
Mean-field optimal multi-modes switching problem: a balance sheet M Eddahbi, I Fakhouri, Y Ouknine Stochastics and Dynamics 19 (4), 1950026, 2019 | 2 | 2019 |
A balance sheet optimal multi-modes switching problem M Eddahbi, I Fakhouri, Y Ouknine Afrika Matematika 31 (2), 219-236, 2020 | 1 | 2020 |
𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration R Belfadli, T El Mellali, I Fakhouri, Y Ouknine Random Operators and Stochastic Equations 31 (2), 117-139, 2023 | | 2023 |
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles BE Asri, I Fakhouri, N Ourkiya arXiv preprint arXiv:2112.10881, 2021 | | 2021 |
Systems of variational inequalities with interconnected obstacles associated to infinite horizon optimal switching problems B El Asri, I Fakhouri, N Ourkiya arXiv preprint arXiv:2112.10881, 2021 | | 2021 |
Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem R Belfadli, M Eddahbi, I Fakhouri, Y Ouknine International Conference on Computational Science 12143, 575-589, 2020 | | 2020 |
Reflected BSDEs with jumps in time–dependent convex càdlàg domains M Eddahbi, I Fakhouri, Y Ouknine Stochastic Processes and their Applications 130 (11), 6515-6555, 2020 | | 2020 |