University of El OuedResearch Portal

Samira Boukaf

Faculty of Economic, Commercial and Management Sciences*

3

Research output

21

Citations

2

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Weighted concepts mined from titles, abstracts and topics of the research output, grouped by field.

Stochastic processes and financial applications
Risk and Portfolio Optimization
Finance
necessary optimality conditions
mean-variance optimization
near-optimal control
Ekeland's variational principle
Management Science and Operations Research
Nonlinear Differential Equations Analysis
Economics, Econometrics and Finance

Research output(3)

On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications

Mokhtar Hafayed, Abdelmadjid Abba, Samira Boukaf

International Journal of Modelling Identification and ControlVolume 25، (1)، Pages 12016Article Closed access 6

Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem

Mokhtar Hafayed, Moufida Tabet, Samira Boukaf

Communications in Mathematics and StatisticsVolume 3، (2)، Pages 163-1862015Article Closed access 14

A study on optimal control problem with $$\varepsilon ^{\lambda }-$$ ε λ - error bound for stochastic systems with application to linear quadratic problem

Samira Boukaf, Mokhtar Hafayed, Messaoud Ghebouli

International Journal of Dynamics and ControlVolume 5، (2)، Pages 297-3052015Article Closed access 1

Output per year

Contribution to journal

Identifiers

ORCID	0000-0002-4213-6307
OpenAlex	A5073641348

* Affiliation inferred from publications — awaiting EDMS link