Email: boualem@math.kth.se Address: Department of Mathematics, KTH, 100 44 Stockholm Phone: +46 8 790 78 75 Fax: +46 8 723 17 88

I am at the Division of Mathematical Statistics of the Department
of mathematics, KTH, Stockholm,
Sweden. You find me at the Mathematics Department room 3536 Lindstedtsvägen 25. Map.

My research interests are in the area of Stochastic Analysis and include the Theory of Large Deviations, Superprocesses and Interacting Particle Systems, with applications in Euclidean Quantum Mechanics, Insurance Mathematics, Mathematical finance and Mathematical Epidemiology.

- B. Djehiche, S. Hamadene, M-A. Morlais, Xuzhe Zhao (2017): On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles. To appear in Journal of Mathematical Analysis and Applications.

- B. Djehiche, A. Tcheukam and H. Tembine (2017): A Mean-Field Game of Evacuation in Multi-Level Building. IEEE Transactions on Automatic Control (full paper) 62(10) pp. 5154-5169.

- B. Djehiche and B. Lofdhal (2017): A hidden Markov approach to disability insurance. North American Actuarial Journal, DOI: 10.1080/10920277.2017.1387570.

- B. Djehiche, A. Tcheukam and H. Tembine (2017): Mean-Field-Type Games in Engineering. AIMS Electronics and Electrical Engineering, 2017, 1(1): 18-73.

- A. Aurell and B. Djehiche (2017): Mean-field type modeling of nonlocal crowd aversion in pedestrian crowd dynamics. To appear in SIAM J. Control and Optimization (preprint: arXiv:1701.09118, January 2017).

- B. Djehiche and S. Hamadene (2018): Optimal control and zero-sum stochastic differential game problems of mean-field type (Preprint: arXiv:1603.06071v3). To appear in Applied Math. and Optimization.

- B. Djehiche, J. Barriero-Gomez, H. Tembine (2018): Price dynamics for electricity in smart grid via mean-field-type games. To appear as a chapter in: Beyond Traditional Probabilistic Methods in Economics. Editors: Vladik Kreinovich, Nguyen Duc Trung, and Nguyen Ngoc Thach. Series Title: Studies in Computational Intelligence, Springer (2019).

- S. Choutri, B. Djehiche and H. Tembine (2016): Optimal Control and Zero-Sum Games for Markov Chains of Mean-Field Type (Preprint: arXiv:1606.04244).

- A. Bensoussan, B. Djehiche, H. Tembine and P. Yam (2017): Risk-Sensitive Mean-Field-Type Control (preprint: arXiv:1702.01369, February 2017).

- B. Bouchard, B. Djehiche and I. Kharroubi (2017): Quenched mass transport of particles towards a target (preprint: arXiv:1707.07869, July 2017).

- A. Aurell and B. Djehiche (2017): Modeling tagged pedestrian motion: a mean-field type control approach (Preprint: December 2017).

- S. Choutri and B. Djehiche (2018): Mean-field risk sensitive control and zero-sum games for Markov chains (Preprint: arXiv:1801.08413, January 2018).

- A. Bensoussan, B. Djehiche, H. Tembine and P. Yam (2018): Mean-Field-Type games with jump and regime switching (preprin).

- Editor-in-Chief of Scandinavian Actuarial Journal.

- Associate Editor of Finance and Stochastics.

- Co-editor of European Actuarial Journal.

Links to some Mathematical Statistics sites can be found at the Mathematical Statistics home page.