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Samira Boukaf

Affiliation : University of Biskra

8Publications (affiliation in Algeria)
11Total publications
47Citations
4h-index

Research profile

Samira Boukaf has 8 indexed publications (2015–2024). Their work appears mainly in “Neurocomputing”, “Boletim da Sociedade Paranaense de Matemática” and “Asian Journal of Control”. Their most cited article, “Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Port” (2015), has been cited 14 times. 3 of these publications date from the last three years of activity. Their work is co-authored with at least 6 researchers.

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Research areas

Stochastic processes and financial applications
Nonlinear Differential Equations Analysis
Optimization and Variational Analysis
Fuzzy Systems and Optimization
Risk and Portfolio Optimization

Publications (8)

Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance
2024 · Boletim da Sociedade Paranaense de Matemática
On pointwise second‐order maximum principle for optimal stochastic controls of general mean‐field type
2023 · Asian Journal of Control · cited 1 times
Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
2022 · International Journal of Dynamical Systems and Differential Equations
Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications
2016 · Neurocomputing · cited 12 times
On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications
2016 · International Journal of Modelling Identification and Control · cited 6 times
Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem
2015 · Communications in Mathematics and Statistics · cited 14 times
A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes
2015 · Neurocomputing · cited 13 times
A study on optimal control problem with $$\varepsilon ^{\lambda }-$$ ε λ - error bound for stochastic systems with application to linear quadratic problem
2015 · International Journal of Dynamics and Control · cited 1 times

Publication venues

Neurocomputing × 2
Boletim da Sociedade Paranaense de Matemática × 1
Asian Journal of Control × 1
International Journal of Dynamical Systems and Differential Equations × 1
International Journal of Modelling Identification and Control × 1
Communications in Mathematics and Statistics × 1

Publications per year

20241
20231
20221
20162
20153

Collaborations

Partner institutions : University Mohamed El Bachir El Ibrahimi of Bordj Bou Arreridj

Co-authors

Bibliographic data from OpenAlex (open database).