MORLAIS Marie-Amélie
Maître de conférences
Marie-Amélie MORLAIS
Maître de Conférences (Associate Professor)
Affiliated to Laboratory of Mathematics - Le Mans Université (LMU)
Member of Institute of Risk and Insurance - IRA (LMU)
Phone: (33) 2 43 83 32 25
E-mail (Marie_Amelie.Morlais @ univ-lemans.fr)
Postal address
Laboratoire Manceau de Mathématiques
Le Mans Université
Bâtiment IRA
Avenue Olivier Messiaen
72085 LE MANS Cédex
FRANCE
Administrative responsabilities
Co-responsable de la Licence 3 Mathématiques de Le Mans Université.
Membre élue au Conseil de la Formation et de la Vie Universitaire (2021-)
Domains of research interest
- Backward stochastic differential equations (BSDEs) & applications
- Stochastic control theory - Optimal switching problems
- Viscosity theory of PDEs (related to BSDEs)
- Game theory (non-zerosum & zerosum Dynkin games)
Publications
(1) Preprints and working papers
Bensoussan, A. Brouste, A. Morlais, M.-A. Cartiaux, F.-B., Le Corvec, V. Semiao, J. and Ehrlacher, A. Stochastic maintenance for large numbers of bridges. (Submitted in 2023)
Paper in collaboration with industrial OSMOS group.
(2) Papers in peer-reviewed journals
Hamadène S., Hassani M., Morlais M.-A., Epsilon -Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time. Accepted to Dynamic Games and their Applications - February 2023.
Fuhrman, M., Morlais. M.-A., Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs. Stochastic Processes and their Applications, 130(5): pp. 3120-3153, 2020.
Djehiche, B. Hamadène, S Morlais, M.-A., Zhao, X., On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles. Journal of Mathematical. Analysis and Applications, 452 (1), pp. 148–175, 2017.
Hamadène, S. Morlais M.A. , Existence and uniqueness of viscosity solutions for second order integro-differential equations without monotonicity conditions. Stochastics 88 (4), pp. 632–649, 2016.
Djehiche B., Hamadène S., Morlais M.-A., Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles. Funkcialaj Ekvacioj, 58, pp.135-175, 2015.
Hamadène S., Morlais M.-A., Viscosity Solutions of Systems of PDEs with Inter-Connected Obstacles and Switching Problem. Applied Mathematics & Optimization 67 (2), pp 163–196, 2013.
Djehiche B., Hamadène S., Morlais M.-A., Optimal stopping of expected profit and cost yields in an investment under uncertainty. Stochastics 83, (4-6), pp. 431–448, 2011.
Morlais M.-A., Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule. Stoch. and stoch. Reports, pp1-26, 2012.
Morlais M.-A., An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem. Stochastic Processes and their Applications, 2010.
Morlais M.-A., Quadratic BSDEs driven by a continuous martingale and application to utility maximization problem, Finance & Stochastics, 2009.
Morlais M.-A., Utility Maximization in a jump market model. Stoch. and stoch. Reports, 2008.
2 commentaires
Commentaire de Fleur Tréburet posté le 30 juillet 2024 à 00:15
Merci pour cette présentation. L'Université du Mans est vraiment au top avec un programme de mathématiques très compétitif au niveau national et international.
Commentaire de Fleuriste Belgique posté le 23 septembre 2024 à 22:09
Un excellent programme de mathématiques, qui me rappelle le cursus de l'Université de Bruxelles. Merci pour ces précisions