Home › Researcher directory › Mokhtar Hafayed
Mokhtar Hafayed
Affiliation : University of Biskra
- 46Publications (affiliation in Algeria)
- 52Total publications
- 517Citations
- 14h-index
Research profile
Mokhtar Hafayed has 46 indexed publications (2011–2026). Their work appears mainly in “International Journal of Modelling Identification and Control”, “International Journal of Dynamics and Control” and “International Journal of Control”. Their most cited article, “Global Mittag–Leffler stability of complex valued fractional-order neural network with discrete and distributed delays” (2016), has been cited 37 times. 6 of these publications date from the last three years of activity. Their work is co-authored with at least 12 researchers, including institutions in India.
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Create my free profile Add my publicationsResearch areas
- Stochastic processes and financial applications
- Nonlinear Differential Equations Analysis
- Fuzzy Systems and Optimization
- Optimization and Variational Analysis
- Risk and Portfolio Optimization
Publications (46)
- Optimal Stochastic Singular Control for Mixed Delay Differential Game with Brownian Noise and Teugels Martingales
- On time delay optimal stochastic control problem of general McKean–Vlasov models with Poisson-jumps
- Second‐Order Maximum Principle for Optimal Controls for Stochastic Systems With Teugels Martingales Under Partial Information
- Maximum Principle for Optimal Control of Fully Coupled Mean‐Field Forward‐Backward Stochastic Differential Equations With Teugels Martingales Under Partial Observation
- A stochastic maximum principle for general mean-field system with constraints
- Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance
- Stochastic pointwise second-order maximum principle for optimal continuous-singular control using variational approach
- On pointwise second‐order maximum principle for optimal stochastic controls of general mean‐field type
- Stochastic pointwise second-order maximum principle for optimal continuous-singular control using variational approach
- Maximum principle for optimal control of fully coupled mean-field forward-backward stochastic differential equations with Teugels martingales under partial observation
- On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
- Pointwise Second-Order Necessary Conditions for Stochastic Optimal Control with Jump Diffusions
- Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
- Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps
- Stochastic Maximum Principle for Partially Observed Optimal Control Problems of General McKean–Vlasov Differential Equations
- Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes
- On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type
- Approximate Controllability of Sub-Diffusion Equation with Impulsive Condition
- Maximum principle for optimal control of McKean‐Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law
- On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
- On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions
- On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures
- On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
- Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application
- A general characterization of the stochastic optimal combined control of mean field stochastic systems with application
- Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application
- Global Mittag–Leffler stability of complex valued fractional-order neural network with discrete and distributed delays
- Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications
- On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications
- On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
- Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem
- A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes
- A study on optimal control problem with $$\varepsilon ^{\lambda }-$$ ε λ - error bound for stochastic systems with application to linear quadratic problem
- Asymptotic almost automorphic solutions of impulsive neural network with almost automorphic coefficients
- Dynamical Study of Fractional Model of Allelopathic Stimulatory Phytoplankton Species
- Singular mean-field optimal control for forward-backward stochastic systems and applications to finance
- On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance
- A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes
- On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality
- A Mean-Field Necessary and Sufficient Conditions for Optimal Singular Stochastic Control
- On mean-field stochastic maximum principle for near-optimal controls for Poisson jump diffusion with applications
- Stochastic Near-Optimal Singular Controls for Jump Diffusions: Necessary and Sufficient Conditions
- A general maximum principle for mean-field stochastic differential equations with jump processes
- On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem
- On Necessary and Sufficient Conditions for Near-Optimal Singular Stochastic Controls
Publication venues
- International Journal of Modelling Identification and Control × 7
- International Journal of Dynamics and Control × 5
- International Journal of Control × 4
- Optimal Control Applications and Methods × 4
- Mathematical Methods in the Applied Sciences × 3
- Communications in Mathematics and Statistics × 3
Publications per year
- 20263
- 20243
- 20234
- 20223
- 20211
- 20203
- 20193
- 20183
- 20173
- 20163
Collaborations
Partner institutions : University of Eloued · University Mohamed El Bachir El Ibrahimi of Bordj Bou Arreridj · Gandhigram Rural Institute · Centre Universitaire de Mila
Co-authors’ countries : India
Co-authors
- Samira Boukaf
- Fatiha Korichi
- Abdelmadjid Abba
- Nour El Houda Abada
- Imad Eddine Lakhdari
- Hakima Miloudi
- Lina Guenane
- Messaoud Ghebouli
- G. Saranya
- Palanisamy Muthukumar
- Abdelhak Ghoul
- Moufida Tabet
Bibliographic data from OpenAlex (open database).
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