A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes M Hafayed, S Boukaf, Y Shi, S Meherrem Neurocomputing 182, 133-144, 2016 | 27 | 2016 |
Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem M Hafayed, M Tabet, S Boukaf Communications in Mathematics and Statistics 3, 163-186, 2015 | 26 | 2015 |
Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications M Hafayed, M Ghebouli, S Boukaf, Y Shi Neurocomputing 200, 11-21, 2016 | 22 | 2016 |
On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications M Hafayed, A Abba, S Boukaf International Journal of Modelling, Identification and Control 25 (1), 1-16, 2016 | 15 | 2016 |
On pointwise second‐order maximum principle for optimal stochastic controls of general mean‐field type S Boukaf, F Korichi, M Hafayed, M Palanisamy Asian Journal of Control 26 (2), 790-802, 2024 | 1 | 2024 |
Second-order optimization control problem for McKean-Vlasov systems via L-derivatives. N Rahmani, S Boukaf, M Hafayed International Journal of Nonlinear Analysis and Applications 14 (6), 1-22, 2023 | 1 | 2023 |
Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures S Boukaf, L Guenane, M Hafayed International Journal of Dynamical Systems and Differential Equations 12 (4 …, 2022 | 1 | 2022 |
Sur un problem de contrˆole optimal stochastique pour certain aspect des´ equations differentielles stochastiques de type mean-field et applications S Boukaf Université Mohamed Khider–BISKRA, 2017 | | 2017 |
A study on optimal control problem with error bound for stochastic systems with application to linear quadratic problem S Boukaf, M Hafayed, M Ghebouli International Journal of Dynamics and Control 5, 297-305, 2017 | | 2017 |
The second order maximum principle for optimal stochastic controls of general meanFfield EDS. S Boukaf, M Hafayed | | |