Variational approach to rare event simulation using least-squares regression C Hartmann, O Kebiri, L Neureither, L Richter
Chaos: An Interdisciplinary Journal of Nonlinear Science 29 (6), 2019
28 2019 Adaptive importance sampling with forward-backward stochastic differential equations O Kebiri, L Neureither, C Hartmann
Stochastic Dynamics Out of Equilibrium: Institut Henri Poincaré, Paris …, 2019
23 2019 One dimensional BSDEs with logarithmic growth application to PDEs K Bahlali, O Kebiri, N Khelfallah, H Moussaoui
Stochastics 89 (6-7), 1061-1081, 2017
16 2017 Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems O Kebiri, L Neureither, C Hartmann
Computation 6 (3), 41, 2018
9 2018 Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations K Bahlali, O Kebiri, A Mtiraoui
Comptes Rendus. Mathématique 355 (1), 84-89, 2017
6 2017 Existence of relaxed stochastic optimal control for G -SDEs with controlled jumps A Redjil, HB Gherbal, O Kebiri
Stochastic Analysis and Applications 41 (1), 115-133, 2023
5 2023 Existence of an Optimal Control for a coupled FBSDE with a non degenerate diffusion coefficient K Bahlali, O Kebiri, B Mezerdi, A Mtiraoui
Stochastics 90 (6), 861-875, 2018
5 2018 Existence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion N Elgroud, H Boutabia, A Redjil, O Kebiri
arXiv preprint arXiv:2201.03894, 2022
3 2022 Numerical Solutions of Stochastic Differential Equations with Jumps and Measurable Drifts M Siddiqui, M Eddahbi, O Kebiri
Mathematics 11 (17), 3755, 2023
2 2023 The relaxed maximum principle for G-stochastic control systems with controlled jumps HB Gherbal, A Redjil, O Kebiri
arXiv preprint arXiv:2111.01895, 2021
2 2021 Fractional stochastic differential equations driven by G-Brownian motion with delays A Saci, A Redjil, H Boutabia, O Kebiri
Probability and Mathematical Statistics 43, 2023
1 2023 Deep learning for solving initial path optimization of mean-field systems with memory N Agram, O Kebiri, B Oksendal
Available at SSRN 4133547, 2022
1 2022 -Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEsZ Mezdoud, C Hartmann, MR Remita, O Kebiri
arXiv preprint arXiv:2108.06965, 2021
1 2021 On the existence and uniqueness of solutions to forward backward stochastic differential equations driven by G-Brownian motion O Kebiri, B Hafida, K Abdeldjebbar
1 2020 Analyzing Bifurcations and Optimal Control Strategies in SIRS Epidemic Models: Insights from Theory and COVID-19 Data MC Belili, ML Sahari, O Kebiri, H Zeghdoudi
Preprints, 2024
2024 ANALYSIS AND OPTIMAL CONTROL OF A VACCINATED PANDEMIC COVID-19 MODEL SM Lalaoui Ben Cherif, O Balatif, O Kebiri
Journal of Mathematical Sciences, 1-23, 2024
2024 Differentiability of G -neutral stochastic differential equations with respect to parameter Z Boumezbeur, H Boutabia, A Redjil, O Kebiri
Random Operators and Stochastic Equations, 2024
2024 Infinite Horizon Irregular Quadratic BSDE and Applications to Quadratic PDE and Epidemic Models with Singular Coefficients M Eddahbi, O Kebiri, A Sene
Axioms 12 (12), 1068, 2023
2023 Relaxed Optimal Control Problem for a Finite Horizon G-SDE with Delay and Its Application in Economics O Kebiri, N Elgroud
arXiv preprint arXiv:2303.17427, 2023
2023 On stochastic optimal control problem for G-neutral stochastic functional differential equations N Elgroud, H Boutabia, A Redjil, O Kebiri
arXiv preprint arXiv:2201.03894, 2022
2022