Amel Redjil

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal relaxed control for a decoupled \(G\)-FBSDE
Journal of Optimization Theory and Applications
2024-10-07Paper
On mean field stochastic differential equations driven by \(G\)-Brownian motion with averaging principle
Lobachevskii Journal of Mathematics
2024-08-13Paper
Differentiability of \(G\)-neutral stochastic differential equations with respect to parameter
Random Operators and Stochastic Equations
2024-06-12Paper
Regularity and optimality necessary conditions for system of G-stochastic differential equations
Lobachevskii Journal of Mathematics
2024-05-27Paper
Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays
Probability and Mathematical Statistics
2024-02-12Paper
Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps
Stochastic Analysis and Applications
2023-02-01Paper
Existence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES
2022-07-13Paper
The relaxed maximum principle for G-stochastic control systems with controlled jumps2021-11-02Paper
On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion
(available as arXiv preprint)
2018-02-20Paper
On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion2018-02-20Paper


Research outcomes over time


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