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Publications by Boulakhras Gherbal
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
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
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
SIAM Journal on Control and Optimization
Control
Applied Mathematics
Optimization
Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs
Forward-Backward SDEs With Distributional Coefficients
Stochastic Processes and their Applications
Modeling
Applied Mathematics
Statistics
Probability
Simulation
Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information
Journal of Optimization Theory and Applications
Control
Management Science
Applied Mathematics
Optimization
Operations Research
Path-Dependent Backward Stochastic Volterra Integral Equations With Jumps, Differentiability and Duality Principle
Probability, Uncertainty and Quantitative Risk
The Adapted Solution and Comparison Theorem for Backward Stochastic Differential Equations With Poisson Jumps and Applications
Journal of Mathematical Analysis and Applications
Applied Mathematics
Analysis
A Maximum Principle for Mean-Field SDEs With Time Change
Applied Mathematics and Optimization
Control
Applied Mathematics
Optimization
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
