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Works (10)

NONZERO-SUM STOCHASTIC IMPULSE GAMES WITH AN APPLICATION IN COMPETITIVE RETAIL ENERGY MARKETS

ESAIM - Control, Optimisation and Calculus of Variations
2024 | Journal article
EID:

2-s2.0-85186576635

Part of ISSN: 12623377 12928119
Contributors: Aïd, R.; Ajmia, L.B.; Gaïgi, M.; Mnif, M.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
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A dam management problem with energy production as an optimal switching problem

Applied Stochastic Models in Business and Industry
2023 | Journal article
EID:

2-s2.0-85181227482

Part of ISSN: 15264025 15241904
Contributors: Chevalier, E.; Di Girolami, C.; Gaïgi, M.; Giovannini, E.; Scotti, S.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
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Optimal management and valuation of a natural resource: the case of optimal harvesting

Probability in the Engineering and Informational Sciences
2023-07 | Journal article
Contributors: M'hamed Gaïgi; Idris Kharroubi; Thomas Lim
Source: check_circle
Crossref
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Optimal harvesting under marine reserves and uncertain environment

European Journal of Operational Research
2022 | Journal article
EID:

2-s2.0-85122027120

Part of ISSN: 03772217
Contributors: Gaïgi, M.; Ly Vath, V.; Scotti, S.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
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Optimal risk management problem of natural resources: application to oil drilling

Annals of Operations Research
2021 | Journal article
EID:

2-s2.0-85069943497

Part of ISSN: 15729338 02545330
Contributors: Gaïgi, M.; Goutte, S.; Kharroubi, I.; Lim, T.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
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Optimal exploitation of a general renewable natural resource under state and delay constraints

Mathematics
2020 | Journal article
EID:

2-s2.0-85096494659

Part of ISSN: 22277390
Contributors: Gaïgi, M.; Kharroubi, I.; Lim, T.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
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Liquidity risk and optimal dividend/investment strategies

Mathematics and Financial Economics
2017 | Journal article
EID:

2-s2.0-84969833524

Part of ISSN: 18629660 18629679
Contributors: Chevalier, E.; Gaïgi, M.; Ly Vath, V.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
grade
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Optimal investment in markets with over and under-reaction to information

Mathematics and Financial Economics
2017 | Journal article
EID:

2-s2.0-84994404345

Part of ISSN: 18629660 18629679
Contributors: Callegaro, G.; Gaïgi, M.; Scotti, S.; Sgarra, C.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
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Optimal Market Dealing Under Constraints

Journal of Optimization Theory and Applications
2017 | Journal article
EID:

2-s2.0-85001094075

Part of ISSN: 15732878 00223239
Contributors: Chevalier, E.; Gaïgi, M.; Ly Vath, V.; Mnif, M.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
grade
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Numerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs

Applied Mathematics and Optimization
2016 | Journal article
EID:

2-s2.0-84940883600

Part of ISSN: 14320606 00954616
Contributors: Gaigi, M.; Ly Vath, V.; Mnif, M.; Toumi, S.
Source: Self-asserted source
M'hamed Gaïgi via Scopus - Elsevier
grade
Preferred source (of 2)‎

Peer review (1 review for 1 publication/grant)

Review activity for Stochastics. (1)