On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type
L Guenane, M Hafayed, S Meherrem… - … Methods in the …, 2020 - Wiley Online Library
In this paper, we establish general necessary optimality conditions for stochastic continuous‐
singular control of McKean‐Vlasov type equations. The coefficients of the state equation …
singular control of McKean‐Vlasov type equations. The coefficients of the state equation …
Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application
M Hafayed, S Meherrem… - … Journal of Modelling …, 2017 - inderscienceonline.com
We consider stochastic singular control for mean-field forward-backward stochastic
differential equations, driven by orthogonal Teugels martingales associated with some Lévy …
differential equations, driven by orthogonal Teugels martingales associated with some Lévy …
Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
S Boukaf, L Guenane… - International Journal of …, 2022 - inderscienceonline.com
In this paper, we study the local form of maximum principle for optimal stochastic continuous-
singular control of nonlinear Itô stochastic differential equation of McKean-Vlasov type, with …
singular control of nonlinear Itô stochastic differential equation of McKean-Vlasov type, with …
[HTML][HTML] Условия оптимальности в одной стохастической задаче оптимального управления интегро-дифференциальными системами
РОО Масталиев, ХХК Алескерова - … , вычислительная техника и …, 2023 - cyberleninka.ru
Рассматривается задача оптимального управления стохастическими системами,
описывае-мыми обыкновенными линейными интегро-дифференциальными …
описывае-мыми обыкновенными линейными интегро-дифференциальными …
A general characterization of the stochastic optimal combined control of mean field stochastic systems with application
S Meherrem, M Hafayed, DH Gucoglu… - International Journal of …, 2018 - Springer
In this paper, a general characterization of the optimal stochastic combined control for mean-
field jump-systems is derived by applying mixed convex-spike perturbation method. The …
field jump-systems is derived by applying mixed convex-spike perturbation method. The …
On optimal stochastic control problem of McKean-Vlasov type with some applications via the derivative with respect the law of probability
L Guenane - 2021 - thesis.univ-biskra.dz
In this thesis, we study the optimal stochastic control for systems governed by McKean-
Vlasov stochastic differential equation. of mean-field type. The central theme is the …
Vlasov stochastic differential equation. of mean-field type. The central theme is the …