Mokhtar Hafayed

Available identifiers

zbMath Open hafayed.mokhtarMaRDI QIDQ262016

List of research outcomes

Publication	Date of Publication	Type
Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance	2024-09-03	Paper
On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type	2024-08-06	Paper
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
Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures	2022-12-13	Paper
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps	2022-12-08	Paper
Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations	2021-08-02	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
On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions	2018-09-06	Paper
Dynamical study of fractional model of allelopathic stimulatory phytoplankton species	2017-01-18	Paper
Global Mittag-Leffler stability of complex valued fractional-order neural network with discrete and distributed delays	2016-12-15	Paper
On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes	2016-03-29	Paper
On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures	2016-03-14	Paper
Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem	2015-07-20	Paper
A mean-field necessary and sufficient conditions for optimal singular stochastic control	2015-02-04	Paper
On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance.	2014-10-29	Paper
Stepanov type weighted pseudo almost automorphic sequences and their applications to difference equations	2014-10-17	Paper
On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality	2014-07-14	Paper
Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions	2014-03-24	Paper
On necessary and sufficient conditions for near-optimal singular stochastic controls	2013-06-28	Paper
https://portal.mardi4nfdi.de/entity/Q4904152	2013-01-28	Paper
On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem	2012-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q3579777	2010-08-10	Paper

Research outcomes over time

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