Farid Chighoub

MaRDI QIDQ320302zbMATH OpenFDO

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!

Publication	Date of Publication	Type
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps Modern Stochastics. Theory and Applications	2022-06-13	Paper
The maximum principle in time-inconsistent LQ equilibrium control problem for jump diffusions	2021-10-06	Paper
scientific article; zbMATH DE number 7351025 (Why is no real title available?)	2021-05-25	Paper
Continuous-time mean-variance portfolio selection with regime-switching financial market: time-consistent solution Random Operators and Stochastic Equations	2021-04-28	Paper
Time-consistent investment and consumption strategies under a general discount function	2017-05-28	Paper
Optimality conditions by means of the generalized HJB equation	2017-04-25	Paper
A characterization of equilibrium strategies in continuous-time mean-variance problems for insurers Insurance Mathematics & Economics	2016-10-06	Paper
Near-optimality conditions in mean-field control models involving continuous and impulse controls Nonlinear Studies	2016-02-24	Paper
scientific article; zbMATH DE number 6506943 (Why is no real title available?)	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 International Journal of Stochastic Analysis	2014-04-09	Paper
A stochastic maximum principle in mean-field optimal control problems for jump diffusions Arab Journal of Mathematical Sciences	2013-10-28	Paper
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control Stochastics	2012-11-09	Paper
Near optimality conditions in stochastic control of jump diffusion processes Systems & Control Letters	2011-11-24	Paper
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients Random Operators and Stochastic Equations	2011-02-22	Paper
Optimality necessary conditions in singular stochastic control problems with nonsmooth data Journal of Mathematical Analysis and Applications	2009-06-10	Paper

Research outcomes over time

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