Adel Chala

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications	2024-06-27	Paper
Stochastic controls of fractional Brownian motion	2024-03-04	Paper
\(G\)-stochastic maximum principle for risk-sensitive control problem and its applications	2024-02-05	Paper
Stochastic maximum principle for optimal control problem under G-expectation utility	2022-06-03	Paper
On the singular risk-sensitive stochastic maximum principle	2021-11-16	Paper
Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application	2021-03-31	Paper
On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application	2021-01-13	Paper
An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications	2020-04-07	Paper
A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes	2019-05-21	Paper
Risk-sensitive Necessary and Sufficient Optimality Conditions and Financial Applications: Fully Coupled Forward-Backward Stochastic Differential Equations with Jump diffusion	2019-03-05	Paper
Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application	2018-05-14	Paper
The general relaxed control problem of fully coupled forward-backward doubly system	2018-02-15	Paper
Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application	2017-12-08	Paper
Necessary and sufficient condition for optimality of a backward non-Markovian system	2017-04-25	Paper
Near-relaxed control problem of fully coupled forward-backward doubly system	2016-01-07	Paper
On optimal control problem for backward stochastic doubly systems	2014-11-11	Paper
The relaxed optimal control problem for mean-field SDEs systems and application	2014-10-20	Paper
Stochastic controls of relaxed-singular problems	2014-03-17	Paper
A new approach of optimal control problem for mean-field forward-backward systems	2013-11-11	Paper
The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem	2013-06-06	Paper
A general optimality conditions for stochastic control problems of jump diffusions	2012-07-10	Paper
The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients	2006-05-24	Paper

Research outcomes over time

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