Boulekhrass Gherbal

Available identifiers

Publication	Date of Publication	Type
Stochastic optimal control for dynamics of forward backward doubly SDEs of mean-field type	2024-02-16	Paper
Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information	2021-04-08	Paper
Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps	2021-03-31	Paper
Existence of optimal controls for systems of controlled forward-backward doubly SDEs	2020-07-02	Paper
Sufficient Conditions of Optimality for Forward-Backward Doubly SDEs with Jumps	2018-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q4639872	2018-05-14	Paper
Stochastic maximum principle for Hilbert space valued forward-backward doubly SDEs with Poisson jumps	2015-10-06	Paper
Optimal control problems for linear backward doubly stochastic differential equations	2014-09-17	Paper
Optimality conditions of controlled backward doubly stochastic differential equations	2011-11-26	Paper
Existence and optimality conditions in stochastic control of linear BSDEs	2011-11-26	Paper
Existence of optimal controls for systems driven by FBSDEs	2011-05-31	Paper

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