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.
