Boualem Djehiche - Concepedia

Author

Boualem Djehiche

Also Known As

B. Djehiche, BOUALEM DJEHICHE, Boualem Djehiche, Boualem Djehiche; Björn Löfdahl, Boualem, Djehiche, Djehiche, Boualem, Laleye, Frejus, The Editors

163

Publications

2.5K

Citations

H-Index

103

Concepts

All Affiliations

KTH Royal Institute of Technology Le Mans Université Laboratoire de Mathématiques d'Orsay New York University Abu Dhabi University of Biskra

About

Boualem Djehiche is an author at KTH Royal Institute of Technology specializing in engineering, probability theory, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	18	24	1.7K
2	Business	9	9	574
3	Management	4	4	65
4	Arts	2	2	36
5	Health Sciences	1	1	22

Boualem Djehiche

Publications

2.2K

Citations

H-Index

Page 1

	Year	Citations
On modelling and pricing weather derivatives Peter Alaton, Boualem Djehiche, David Stillberger Applied Mathematical Finance EngineeringPricing Weather DerivativesApproximation FormulaMarket DesignOperations Research	2002	387
A Maximum Principle for SDEs of Mean-Field Type Daniel Andersson, Boualem Djehiche Applied Mathematics & Optimization Mean Field GameStochastic CalculusMaximum PrincipleFunctional AnalysisStochastic Differential Equation	2010	330
Mean-field backward stochastic differential equations: A limit approach Rainer Buckdahn, Boualem Djehiche, Juan Li, The Annals of Probability Large DeviationsEngineeringMathematical Mean-field ApproachesLimit ApproachGame Theory	2009	311
A General Stochastic Maximum Principle for SDEs of Mean-field Type Rainer Buckdahn, Boualem Djehiche, Juan Li Applied Mathematics & Optimization EngineeringMean Field GameStochastic CalculusStochastic Dynamical SystemStochastic Analysis	2011	276
A Finite Horizon Optimal Multiple Switching Problem Boualem Djehiche, Saïd Hamadène, Alexandre Popier SIAM Journal on Control and Optimization Mathematical ProgrammingStochastic Hybrid SystemEngineeringOptimization ProblemStochastic System	2009	120
A threshold limit theorem for the stochastic logistic epidemic Håkan Andersson, Boualem Djehiche Journal of Applied Probability Infectious Disease ModellingEngineeringExtinction TimeStochastic SystemEpidemiological Dynamic	1998	77
A Mean-Field Game of Evacuation in Multilevel Building Boualem Djehiche, Alain Tcheukam, Hamidou Tembiné IEEE Transactions on Automatic Control EngineeringEmergency ManagementSocial SciencesBuilt EnvironmentDifferential Game	2017	52
A Stochastic Maximum Principle for Risk-Sensitive Mean-Field Type Control Boualem Djehiche, Hamidou Tembiné, Raúl Tempone Optimal ControlEngineeringMean Field GameStochastic SystemMathematical Control Theory	2014	51
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions Seïd Bahlali, Boualem Djehiche, Brahim Mezerdi SIAM Journal on Control and Optimization	2007	40
Approximation and optimality necessary conditions in relaxed stochastic control problems Seïd Bahlali, Brahim Mezerdi, Boualem Djehiche International Journal of Stochastic Analysis EngineeringDiffusion ProcessesStochastic ProcessesDiffusion CoefficientStochastic Calculus	2006	39

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