Amanote Research
Register
Sign In
Discover open access scientific publications
Search, annotate, share and cite publications
Publications by Abdelmadjid Abba
On Mean-Field Stochastic Maximum Principle for Near-Optimal Controls for Poisson Jump Diffusion With Applications
International Journal of Dynamics and Control
Control
Systems Engineering
Mechanical Engineering
Electronic Engineering
Civil
Structural Engineering
Simulation
Optimization
Electrical
Modeling
Related publications
A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
Journal of Applied Mathematics and Physics
A Maximum Principle for Mean-Field SDEs With Time Change
Applied Mathematics and Optimization
Control
Applied Mathematics
Optimization
Maximum Principle for Near-Optimality of Stochastic Delay Control Problem
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps
IFIP Advances in Information and Communication Technology
Computer Networks
Information Systems
Management
Communications
Stochastic Maximum Principle for Partial Information Optimal Control Problem of Forward-Backward Systems Involving Classical and Impulse Controls
Abstract and Applied Analysis
Applied Mathematics
Analysis
Stochastic Volatility Jump-Diffusion Model for Option Pricing
Journal of Mathematical Finance
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability
On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes
Journal of Applied Probability
Mathematics
Statistics
Uncertainty
Probability
Optimal Impulse Control for Cash Management With Double Exponential Jump Diffusion Processes
International Journal of Real Options and Strategy
