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Imade Fakhouri
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Cited by
Year
Optimal Multi-Modes Switching with the Switching Cost not necessarily Positive
B El Asri, I Fakhouri
arXiv preprint arXiv:1204.1683, 2012
142012
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
132017
-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
82018
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
62018
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
52013
-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
32019
Mean-field optimal multi-modes switching problem: a balance sheet
M Eddahbi, I Fakhouri, Y Ouknine
Stochastics and Dynamics 19 (4), 1950026, 2019
22019
A balance sheet optimal multi-modes switching problem
M Eddahbi, I Fakhouri, Y Ouknine
Afrika Matematika 31 (2), 219-236, 2020
12020
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
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Articles 1–14