الرئيسية › دليل الباحثين › Adel Chala
Adel Chala
الانتماء : University of Biskra
- 21منشورات (انتماء جزائري)
- 33مجموع المنشورات
- 149الاستشهادات
- 7مؤشر h
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إنشاء ملفي المجاني إضافة منشوراتيمجالات البحث
- Stochastic processes and financial applications
- Nonlinear Differential Equations Analysis
- Fuzzy Systems and Optimization
- Optimization and Variational Analysis
- Stability and Controllability of Differential Equations
المنشورات (21)
- Chemical profiling of male date palm (Phoenix dactylifera L.) leaflets in El M’Ghair region, Algeria: Insights into total phenols, flavonoids, proteins, and total sugars
- Preliminary study of urine analysis in pregnant cows: insights for improved herd management
- Stochastic controls of fractional Brownian motion
- Phenotypic and symbiotic characterization of bacteria nodulating Genista saharae in the arid region of Algeria
- G-stochastic maximum principle for risk-sensitive control problem and its applications
- Traits of intensive livestock systems in Algerian steppe territories
- Stochastic maximum principle for optimal control problem under G-expectation utility
- On the singular risk-sensitive stochastic maximum principle
- An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application
- A risk‐sensitive stochastic maximum principle for fully coupled forward‐backward stochastic differential equations with applications
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes
- Pontryagin’s Risk-Sensitive Stochastic Maximum Principle for Backward Stochastic Differential Equations with Application
- The general relaxed control problem of fully coupled forward–backward doubly system
- Near-Relaxed Control Problem of Fully Coupled Forward–Backward Doubly System
- The relaxed optimal control problem for Mean-Field SDEs systems and application
- On Optimal Control Problem for Backward Stochastic Doubly Systems
- Stochastic controls of relaxed-singular problems
- Necessary condition for optimality of forward–backward doubly system
- The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
- A General Optimality Conditions for Stochastic Control Problems of Jump Diffusions
المؤلفون المشاركون
- Oussama Siad
- Seïd Bahlali
- Kahramen Deghnouche
- Dahbia Hafayed
- Meriyam Dassa
- Manel Djouama
- Linda RETIMA
- Meriem BERRAMDANE
- Kaouthar GHENBAZI
- Ikram Hamed
- Nesrine Siad
- Hanane Bedjaoui
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