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Mokhtar Hafayed

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Articles

Maximum Principle for Optimal Control of Fully Coupled Mean‐Field Forward‐Backward Stochastic Differential Equations With Teugels Martingales Under Partial Observation

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By G. Saranya, P. Muthukumar, Mokhtar Hafayed
| Wiley Online Library Verified
Conflicts of Interest The authors declare no conflicts of interest. References 1, “Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations With Mixed Initial-Terminal Conditions,” SIAM Journal on Control and Optimization 48, no. 6 (2010): 4119–4156. 2 and , “Adapted Solution of a Backward Stochastic Differential Equation,” Systems and Control Letters 14, no. 1 (1990): 55–61.
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On pointwise second‐order maximum principle for optimal stochastic controls of general mean‐field type

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By Samira Boukaf, Fatiha Korichi, Mokhtar Hafayed, Muthukumar Palanisamy
| Wiley Online Library Verified
CONFLICT OF INTEREST STATEMENT There is no conflict of interest. REFERENCES 1, Foundations of kinetic theory, Proc. 3rd Berkeley Sympos. Math. Statist. Prob. 3 (1956), 171–197. 2, A class of Markov processes associated with nonlinear parabolic equations, Proc. Natl. Acad. Sci. USA 56 (1966), 1907–1911.
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