Faidi, Wahid; Mezghanni, Hanen; Mnif, Mohamed Expected utility maximization problem under state constraints and model uncertainty. (English) Zbl 1442.91033 J. Optim. Theory Appl. 183, No. 3, 1123-1152 (2019). Reviewer: Karel Zimmermann (Praha) MSC: 91B16 91G10 91B70 60H10 35B50 PDFBibTeX XMLCite \textit{W. Faidi} et al., J. Optim. Theory Appl. 183, No. 3, 1123--1152 (2019; Zbl 1442.91033) Full Text: DOI
Faidi, Wahid; Matoussi, Anis; Mnif, Mohamed Optimal stochastic control problem under model uncertainty with nonentropy penalty. (English) Zbl 1396.91685 Int. J. Theor. Appl. Finance 20, No. 3, Article ID 1750015, 41 p. (2017). MSC: 91G10 93E20 60H10 PDFBibTeX XMLCite \textit{W. Faidi} et al., Int. J. Theor. Appl. Finance 20, No. 3, Article ID 1750015, 41 p. (2017; Zbl 1396.91685) Full Text: DOI arXiv
Matoussi, Anis; Mezghani, Hanen; Mnif, Mohamed Robust utility maximization under convex portfolio constraints. (English) Zbl 1335.91066 Appl. Math. Optim. 71, No. 2, 313-351 (2015). MSC: 91G10 60H30 91G80 93E20 PDFBibTeX XMLCite \textit{A. Matoussi} et al., Appl. Math. Optim. 71, No. 2, 313--351 (2015; Zbl 1335.91066) Full Text: DOI arXiv
Faidi, Wahid; Matoussi, Anis; Mnif, Mohamed Maximization of recursive utilities: a dynamic maximum principle approach. (English) Zbl 1239.91189 SIAM J. Financ. Math. 2, 1014-1041 (2011). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G80 60H10 35B50 60J60 91B16 PDFBibTeX XMLCite \textit{W. Faidi} et al., SIAM J. Financ. Math. 2, 1014--1041 (2011; Zbl 1239.91189) Full Text: DOI