Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis C Huré, H Pham, A Bachouch, N Langrené
SIAM Journal on Numerical Analysis 59 (1), 525-557, 2021
130 2021 Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications A Bachouch, C Huré, N Langrené, H Pham
Methodology and Computing in Applied Probability 24 (1), 143-178, 2022
99 2022 Deep neural networks algorithms for stochastic control problems on finite horizon, part 2: Numerical applications A Bachouch, C Huré, N Langrené, H Pham
arXiv preprint arXiv:1812.05916, 2018
30 2018 Numerical scheme for semilinear stochastic PDEs via backward doubly stochastic differential equations A Bachouch, AB Lasmar, A Matoussi, M Mnif
arXiv preprint Arxiv:1302.0440, 3, 2013
20 2013 Empirical regression method for backward doubly stochastic differential equations A Bachouch, E Gobet, A Matoussi
SIAM/ASA Journal on Uncertainty Quantification 4 (1), 358-379, 2016
14 2016 Singular control optimal stopping of memory mean-field processes N Agram, A Bachouch, B Øksendal, F Proske
SIAM Journal on Mathematical Analysis 51 (1), 450-468, 2019
10 2019 Euler time discretization of backward doubly SDEs and application to semilinear SPDEs A Bachouch, MA Ben Lasmar, A Matoussi, M Mnif
Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016
6 2016 Numerical computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs A Bachouch
Université du Maine, 2014
6 2014 Hastings-Metropolis algorithm on Markov chains for small-probability estimation F Bachoc, A Bachouch, L Lenôtre
ESAIM: Proceedings and Surveys 48, 276-307, 2015
5 2015 -regularity result for solutions of backward doubly stochastic differential equationsA Bachouch, A Matoussi
Stochastics and Dynamics 20 (02), 2050012, 2020
1 2020 Zhang L2-Regularity for the solutions of Forward Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions A Bachouch, A Matoussi
1 2017 A new approach to optimal stopping for Hunt processes A Bachouch, O Draouil, B Øksendal
arXiv preprint arXiv:1909.00163, 2019
2019 Zhang -Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions A Bachouch, A Matoussi
arXiv preprint arXiv:1709.07627, 2017
2017 Resolving Stochastic PDEs with Backward Doubly Stochastic Differential Equations A BACHOUCH, MABEN LASMER, A MATOUSSI, M MNIF
International Conference on Stochastic Analysis and Applications, 2013
2013 A variance reduction method for interacting particles system F Bachoc, A Bachouch, L Lenôtre
CEMRACS 2013, 2013
2013