Accueil › Annuaire des chercheurs › Mokhtar Hafayed
Mokhtar Hafayed
Affiliation : University of Biskra
- 46Publications (affiliation algérienne)
- 52Publications au total
- 517Citations
- 14Indice h
Profil de recherche
Mokhtar Hafayed compte 46 publications référencées (2011–2026). Ses travaux paraissent principalement dans « International Journal of Modelling Identification and Control », « International Journal of Dynamics and Control » et « International Journal of Control ». Son article le plus cité, « Global Mittag–Leffler stability of complex valued fractional-order neural network with discrete and distributed delays » (2016), a été cité 37 fois. 6 de ces publications datent des trois dernières années d’activité. Ses travaux sont cosignés avec au moins 12 chercheurs, notamment dans des établissements de Inde.
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Créer mon profil gratuit Ajouter mes publicationsDomaines de recherche
- 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
Revues de publication
- 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 par année
- 20263
- 20243
- 20234
- 20223
- 20211
- 20203
- 20193
- 20183
- 20173
- 20163
Collaborations
Établissements partenaires : University of Eloued · University Mohamed El Bachir El Ibrahimi of Bordj Bou Arreridj · Gandhigram Rural Institute · Centre Universitaire de Mila
Pays des co-auteurs : Inde
Co-auteurs
- 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
Données bibliographiques issues d’OpenAlex (base ouverte).
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