WebDec 1, 2024 · Biskra 07000, Algeria, e-mail: adel.chala@u niv-biskra.dz Tayeb Bouaziz, Laborat ory of Applied Mathematics, University Mohamed Khider, P .O. Box 145, Biskra … WebAdel Chala Random Operators and Stochastic Equations In this paper, we are concerned with an optimal control problem where the system is driven by a backward doubly stochastic differential equation with risk-sensitive performance functional.

Mean reflected stochastic differential equations with jumps

WebTo update listings or check citations waiting for approval, Adel Chala Chala Sr. should log into the RePEc Author Service. To make corrections to the bibliographic information of a … WebMar 15, 2016 · Adel Chala; Content type: OriginalPaper Published: 15 March 2016; Pages: 1 - 19; A survey for the Muskat problem and a new estimate Authors. Francisco Gancedo; Content type: OriginalPaper Published: 22 March 2016; Pages: 21 - 35; An efficient technique for finding the eigenvalues and the eigenelements of fourth-order Sturm … florists in redhill surrey

SeMA Journal Volume 74, issue 1 - Springer

WebMar 5, 2024 · Authors: Rania Khallout, Adel Chala. Download PDF Abstract: Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitive performance functional, where the system is given by a fully coupled forward-backward stochastic differential equation with jump. The risk neutral control system has been used … WebAdel Chala1 Show more Academic Editor: F. Jauberteau, F. Sartoretto Received15 Dec 2013 Accepted16 Jan 2014 Published04 Mar 2014 Abstract We are going to study an approach of optimal control problems where the state equation is a backward doubly stochastic differential equation, and the set of strict (classical) controls need not WebBull Braz Math Soc, New Series (2024) 48:399–411 DOI 10.1007/s00574-017-0031-2 Pontryagin’s Risk-Sensitive Stochastic Maximum Principle for Backward Stochastic Differential greece holiday packages from usa