Farid Chighoub

Available identifiers

zbMath Open chighoub.faridMaRDI QIDQ320302

List of research outcomes

Publication	Date of Publication	Type
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps	2022-06-13	Paper
https://portal.mardi4nfdi.de/entity/Q5155381	2021-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q4989554	2021-05-25	Paper
Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution	2021-04-28	Paper
Time-consistent investment and consumption strategies under a general discount function	2017-05-28	Paper
https://portal.mardi4nfdi.de/entity/Q2978479	2017-04-25	Paper
A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q2787020	2016-02-24	Paper
https://portal.mardi4nfdi.de/entity/Q3451137	2015-11-10	Paper
The Maximum Principle in Time-Inconsistent LQ Optimal Control Problem for Jump Diffusions	2015-05-18	Paper
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions	2014-04-09	Paper
A stochastic maximum principle in mean-field optimal control problems for jump diffusions	2013-10-28	Paper
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†	2012-11-09	Paper
Near optimality conditions in stochastic control of jump diffusion processes	2011-11-24	Paper
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients	2011-02-22	Paper
Optimality necessary conditions in singular stochastic control problems with nonsmooth data	2009-06-10	Paper

Research outcomes over time

This page was built for person: Farid Chighoub