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~person:"Gharbi, Ali"
~person:"Guéant, Olivier"
~subject:"Game theory"
~subject:"Stochastic process"
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Search: subject_exact:"Optimal control problem"
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stochastic optimal control
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Gharbi, Ali
Guéant, Olivier
Ferrari, Giorgio
26
Stein, Jerome L.
21
Federico, Salvatore
15
Kohlmann, Michael
14
Boucekkine, Raouf
11
Young, Virginia R.
9
De Angelis, Tiziano
8
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7
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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4
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4
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International journal of production economics
3
Applied mathematical finance
2
International journal of production research
1
Journal of risk
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
1
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Dynamic optimal control and simulation for unreliable manufacturing systems under perishable product and shelf life variability
Gharbi, Ali
;
Kenné, Jean-Pierre
;
Kaddachi, Rawia
- In:
International journal of production economics
247
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013337659
Saved in:
2
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
3
Closed-form approximations in multi-asset market making
Bergault, Philippe
;
Evangelista, David
;
Guéant, Olivier
; …
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 101-142
Persistent link: https://www.econbiz.de/10013171062
Saved in:
4
Optimal market making
Guéant, Olivier
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 112-154
Persistent link: https://www.econbiz.de/10011746995
Saved in:
5
Optimal execution of accelerated share repuchase contracts with fixed notional
Guéant, Olivier
- In:
Journal of risk
19
(
2017
)
5
,
pp. 77-99
Persistent link: https://www.econbiz.de/10011747118
Saved in:
6
Joint supplier selection, production and replenishment of an unreliable manufacturing-oriented supply chain
Hlioui, Rached
;
Gharbi, Ali
;
Hajji, Adnène
- In:
International journal of production economics
187
(
2017
),
pp. 53-67
Persistent link: https://www.econbiz.de/10011705060
Saved in:
7
Set-up and production planning in hybrid manufacturing–remanufacturing systems with large returns
Polotski, Vladimir
;
Kenne, Jean-Pierre
;
Gharbi, Ali
- In:
International journal of production research
55
(
2017
)
13/14
,
pp. 3766-3787
Persistent link: https://www.econbiz.de/10011671348
Saved in:
8
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Saved in:
9
Replenishment, production and quality control strategies in three-stage supply chain
Hlioui, Rached
;
Gharbi, Ali
;
Hajji, Adnène
- In:
International journal of production economics
166
(
2015
),
pp. 90-102
Persistent link: https://www.econbiz.de/10011334061
Saved in:
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