Shahlar Meherrem

Available identifiers

Publication	Date of Publication	Type
On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach	2023-12-21	Paper
Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions	2023-10-31	Paper
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps	2022-12-08	Paper
On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type	2020-11-09	Paper
On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures	2020-06-04	Paper
Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law	2019-10-29	Paper
Optimal control problem for switched system with the nonsmooth cost functional	2019-08-16	Paper
Numerical solution of linear-quadratic optimal control problems for switching systems	2019-06-12	Paper
On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions	2018-09-06	Paper

This page was built for person: Shahlar Meherrem