| 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 2BSDEs Z 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 |
