The following pages link to Mokhtar Hafayed (Q262016):
Displaying 25 items.
- On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes (Q262019) (← links)
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance. (Q464722) (← links)
- Dynamical study of fractional model of allelopathic stimulatory phytoplankton species (Q505008) (← links)
- On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem (Q691358) (← links)
- Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations (Q2043568) (← links)
- Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures (Q2103058) (← links)
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality (Q2251570) (← links)
- A mean-field necessary and sufficient conditions for optimal singular stochastic control (Q2254361) (← links)
- Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem (Q2354571) (← links)
- Global Mittag-Leffler stability of complex valued fractional-order neural network with discrete and distributed delays (Q2374453) (← links)
- On necessary and sufficient conditions for near-optimal singular stochastic controls (Q2377219) (← links)
- Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions (Q2441454) (← links)
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures (Q2792730) (← links)
- Stepanov type weighted pseudo almost automorphic sequences and their applications to difference equations (Q2925604) (← links)
- (Q3579777) (← links)
- On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions (Q4585051) (← links)
- (Q4904152) (← links)
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps (Q5056555) (← links)
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures (Q5113266) (← links)
- On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type (Q5131606) (← links)
- Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law (Q5241026) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach (Q6142168) (← links)
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type (Q6583310) (← links)
- Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance (Q6596924) (← links)
