-
Mokhtar
Hafayed , Petr
Veverka , Syed Abbas: On Maximum Principle of Near-optimality for Diffusions
with Jumps, with Application to Consumption-Investment Problem, Differential Equation and Dynamical Systems, Springer, Vol
20(2), pp, 111-125, (2012).
, 2012
- Mokhtar
Hafayed , Syed
Abbas, Petr Veverka : On necessary and
sufficient conditions for near-optimal singular stochastic controls, Optimization Letters, Springer, Optim. Lett. (7)5, 949-966,
(2013).
, 2013
-
Mokhtar
Hafayed, Syed Abbas:
On Near-optimal Mean-field stochastic singular controls: necessary and
sufficient conditions for near-optimality. Journal
of Optimization Theory and Applications, springer, Doi
10.1007/s10975-013-0361-1,.Vol 160, 778--808 (2014).
, 2014
-
Mokhtar
Hafayed , Syed
Abbas: On Stochastic Near-optimal
Singular Controls for Jumps Diffusions: Necessary and Sufficient Conditions , Journal of Dynamical and Control Systems, Springer 19(4),
503-517, (2013).
, 2013
-
Mokhtar
Hafayed: A
mean-field maximum principle for optimal control of forward-backward stochastic
differential equations with poisson jump processes. International Journal of
Dynamics and Control, Doi: 10.1007/s40435-013-0027-8, Int. J. Dynam. Control, Springer, 1(4) 300-315 (2013).
, 2013
-
Mokhtar
Hafayed, Abdelmadjid
Abba, Abbas Syed: On mean-field
stochastic maximum principle for near-optimal controls for poisson jump
diffusion with applications. International
Journal of Dynamics and Control, Springer Doi: 10.1007/s40435-013-0040-y, Vol
2(3), 262-284 (2014).
, 2014
- Mokhtar
Hafayed: A Mean-field Necessary and Suffucient
Conditions for Optimal Singular Stochastic Control . Communications in Mathematics and Statistics, Springer, Doi:
10.1007/s40304-014-0023-0, 1(4), 417-435 (2014).
, 2014
-
Syed Abbas, Chen
Ki Yang , Mokhtar Hafayed:
Stepanov type weighted pseudo almost automorphic sequences and their
applications to difference equations Nonlinear Studies, Vol 21(1), 99-111 (2014).
, 2014
-
Syed Abbas,
Lakshman Mahto, Mokhtar Hafayed, Adel. M.Alimi: Asymptotic almost automorphic solutions of
impulsive neural network with almost automorphic coefficients Neurocomputing,
elsevier, Vol (142), 326--334 (2014).
, 2014
-
Syed Abbas,
Lakshman Mahto, Angelo Favini, Mokhtar Hafayed: Dynamical Study of Fractional Model of
Allelopathic Stimulatory Phytoplankton Species,
Differential Equation and Dynamical
Systems, Springer, Doi 10.1007/s12591-014 -0219-5 Volume 24, Issue 3, pp 267-280 (2016).
, 2016
-
Mokhtar
Hafayed: Singular mean-field optimal control for
forward-backward stochastic systems and applications to finance, International Journal of Dynamics and Control, Doi:
10.1007/s40435-014-0080-y, 2(4), 542-554, (2014).
, 2014
-
Mokhtar
Hafayed, Petr
Veverka, Syed Abbas: On Near-optimal
Necessary and Sufficient Conditions for Forward-Backward Stochastic Systems
with Jumps, with Applications to Finance ,
Applications of Mathematics, 59(4), 407-440 (2014).
, 2014
-
Mokhtar
Hafayed, &
Moufida Tabet & Samira Boukaf: Mean-field maximum principle for optimal
control of forward-backward stochastic systems with jumps and its application
to mean-variance portfolio problem, Communication
in Mathematics and Statistics, Doi: 10.1007/s40304-015-0054-1, Springer, Volume
3, Issue 2, pp 163-186 (2015)
, 2015
-
Mokhtar
Hafayed & Syed
Abbas & Abdelmadjid Abba: On
Mean-field Partial Information Maximum Principle of Optimal Control for
Stochastic Systems with Lévy Processes, Journal
of Optimizations Theory and Applications. J Optim Theory Appl (2015)
167:1051--1069 (2015).
, 2015
-
Boukaf Samira, Mokhtar Hafayed, Ghebouli Messaoud: A study on optimal
control problem with ε-{λ}-error bound for stochastic systems with application
to linear quadratic problem , International
Journal of Dynamics and Control Volume 5, Issue
2, pp 297--305, (2017)
, 2017
-
Swati Tyagi,
Syed Abbas, Mokhtar Hafayed: Global Mittag-Leffler stability of complex valued
fractional-order neural network with discrete and distributed delays,
Rendiconti del Circolo Matematico di Palermo
(1952-), Springer . Doi 10.1007/s12215-016-0248-8, (2016).
, 2016
-
v Mokhtar
Hafayed, &
Abdelmadjid Abba & Syed Abbas: On partial-information optimal singular
control problem for mean-field stochastic differential equations driven byTeugels
martingales measures, ID: 1079648 DOI:10.1080/00207179.2015.1079648 Internat. J. Control , 89 (2016), no. 2, 397--410. 2016.
, 2016
- Mokhtar
Hafayed, &
Samira Boukaf, & Yan Shi, & Shahlar Meherrem.: A McKean-Vlasov optimal mixed
regular-singular control problem, for nonlinear stochastic systems with Poisson
jump processes, (2016) Neurocomputing. Doi
10.1016/j.neucom.2015.11.082, Volume 182, 19, pages 133-144 (2016).
, 2016
-
v Mokhtar
Hafayed, &
Ghebouli Messaoud & Samira Boukaf & Yan Shi: Partial information optimal control of
mean-field forward-backward stochastic system driven by Teugels martingales
with applications (2016) DOI 10.1016/j.neucom. 2016.03.002. Neurocomputing, Vol 200 pages 11--21 (2016).
, 2016
-
v Mokhtar
Hafayed, &
Shahlar Meherrem & Deniz H Guoclu, & Saban Eren Variational principle for
stochastic singular control of mean-field Lévy-forward-backward system driven
by orthogonal Teugels martingales with application International Journal of Modelling, Identification and
Control, DOI: 10.1504/IJMIC.2017.10006366, Vol 28, Issue 2, pp 97--113. (2017).
, 2017
-
Shahlar Meherrem
& Mokhtar Hafayed & Deniz H. Gucoglu & Saban Eren A general
characterization of the stochastic optimal combined control of mean field
stochastic systems with application, International journal of dynamics and
Control, Doi Int. J. Dynam. Control Springer, DOI
10.1007/s40435-017-0323-9. Volume 6, Issue 2, pp 873--880 , (2018)
, 2018
- Mokhtar Hafayed, & Shahlar Meherrem & Saban Eren & Deniz
H Guoclu,: On optimal singular control problem for general McKean-Vlasov
differential equations: Necessary and sufficient optimality conditions, Optimal Control Applications and Methods DOI:10.1002/oca.2403.
Optim Control Appl Meth 2018; 39 ,
pp:1202--1219.(2018), 2018
-
Shahlar
Meherrem, & Mokhtar Hafayed, & Syed Abbas: On Peng s type maximum
principle for optimal control of mean-field stochastic differential equations
with jump processes, International Journal of
Modelling, Identification and Control. (2019) DOI: 10.1504/IJMIC.2018.10014194.
, 2019
-
v Mokhtar
Hafayed, &
Abdelmadjid Abba & Samira Boukaf: On Zhou s maximum principle for
near-optimal control of mean-field forward-backward stochastic systems with
jumps and its applications , International
Journal of Modelling, Identification and Control2 5 (1), 1-16, (2016).
, 2016
- Mokhtar Hafayed: Filippov Approach in Stochastic Maximum Principle
without Dfferentiability Assumptions . Electonic
Journal of Differential Equations, Vol 2010, 1-13, (2010). , 2010
- Mokhtar Hafayed , Syed Abbas:
Generalized Gradient in Weak Maximum Principle With Non-differentiable
Drift . International Journal of Evolution
Equations IJEE, Vol 6, N°1, pp., 17-29, (2012). , 2012
- Mokhtar
Hafayed, &
Shahlar Meherrem , On optimal control of mean-field stochastic systems driven
by Teugels martingales via derivative with respect to measures, International journal of control, DOI:10.1080/00207179.2018.1489148,
2019
, 2019
-
Shahlar Meherrem,
Mokhtar Hafayed, Maximum principle for optimal control of McKean-Vlasov
FBSDEs with Lévy process via the differentiability with respect to probability
law, Optimal Control Applications and Methods
DOI: 10.1002/oca.2490 2019.
, 2019
