Samira Boukaf

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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
Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance
Boletim da Sociedade Paranaense de Matemática. Terceira Série
2024-09-03Paper
On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
Asian Journal of Control
2024-08-06Paper
Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
International Journal of Dynamical Systems and Differential Equations
2022-12-13Paper
Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem
Communications in Mathematics and Statistics
2015-07-20Paper


Research outcomes over time


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