Author

Farid Chighoub

Observed names: CHIGHOUB, Farid, Chighoub, F., Chighoub, Farid, F Chighoub, F. Chighoub

Observed institution: University of Biskra

ORCID: 0000-0003-2134-7989

Observed ORCID: 0000-0003-2134-7989

OpenAlex ID: A5002594626

Near optimality conditions in stochastic control of jump diffusion processes

2011 · Farid Chighoub, Brahim Mezerdi · Systems & Control Letters · 20

A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers

2016 · Ishak Alia, Farid Chighoub, et al. · Insurance Mathematics and Economics · 18

Optimality necessary conditions in singular stochastic control problems with nonsmooth data

2009 · K. Bahlali, F. Chighoub, et al. · Journal of Mathematical Analysis and Applications · 17

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On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†

2011 · Khaled Bahlali, Farid Chighoub, et al. · Stochastics · 12

Time-Consistent Investment and Consumption Strategies under a General Discount Function

2021 · Ishak Alia, Farid Chighoub, et al. · Journal of risk and financial management · 10

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The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients

2009 · Farid Chighoub, Boualem Djehiche, et al. · Random Operators and Stochastic Equations · 8

A stochastic maximum principle in mean-field optimal control problems for jump diffusions

2013 · Farid Chighoub, Brahim Mezerdi · Arab Journal of Mathematical Sciences · 7

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The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions

2014 · Farid Chighoub, Brahim Mezerdi · International Journal of Stochastic Analysis · 6

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The co-movement of Bitcoin and some African currencies – A wavelet analysis

2021 · Chidi U. Okonkwo, Bright O. Osu, et al. · Journal of Research in Emerging Markets · 5

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Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps

2022 · Nour El Houda Bouaicha, Farid Chighoub, et al. · Modern Stochastics Theory and Applications · 4

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Spectral analysis of the stochastic time-fractional-KdV equation

2017 · Ayesha Sohail, Farid Chighoub, et al. · Alexandria Engineering Journal · 4

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A general time-inconsistent stochastic optimal control problem with delay

2024 · Dounia Bahlali, Farid Chighoub · STUDIES IN ENGINEERING AND EXACT SCIENCES · 1

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Continuous-time mean-variance portfolio selection with regime-switching financial market: Time-consistent solution

2021 · Ishak Alia, Farid Chighoub · Random Operators and Stochastic Equations · 1

Near-optimality conditions in mean-field control models involving continuous and impulse controls

2015 · Farid Chighoub, Ayesha Sohail, et al. · Nonlinear studies · 1

The Maximum Principle in Time-Inconsistent LQ Optimal Control Problem for Jump Diffusions

2015 · Alia, Ishak, Chighoub, Farid, et al. · arXiv (Cornell University) · 1

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Equilibrium strategies in time-inconsistent stochastic control problems with delayed feedback

2026 · Farid Chighoub, Dounia Bahlali, et al. · Kybernetika

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Consumption–Investment and Reinsurance Problem Under Markovian Regime Switching: Time-Consistent Solution

2025 · Nour El Houda Bouaicha, Farid Chighoub, et al. · Communications in Mathematics and Statistics

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Time-consistent consumption, investment, and proportional reinsurance in market models with Markovian regime switching

2025 · Nour El Houda Bouaicha, Farid Chighoub, et al. · International Journal of Control

Time-consistent investment and consumption strategies under a general discount function

2017 · Alia, I., Chighoub, F., et al. · arXiv (Cornell University)

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Relationship between maximum principle and dynamic programming for systems driven by normal martingales

2017 · Farid Chighoub, Imad Eddine Lakhdari, et al. · Journal | MESA

The maximum principle in time-inconsistent LQ equilibrium control problem for jump diffusions

2016 · Alia, Ishak, Chighoub, Farid, et al. · Bulgarian Portal for Open Science

Characterization of optimality for controlled jump diffusion processes

2015 · Farid Chighoub · Nonlinear studies

Optimality Conditions by Means of the Generalized HJB Equation

2014 · Farid Chighoub

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control

2012 · Bahlali, Khaled, Chighoub, Farid, et al. · HAL

Controle Optimal Des Equations Differentielles Stochastiques

2009 · CHIGHOUB, Farid · University of Biskra Theses Repository (University of Biskra)

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Works count: 28

Citation count: 115

H-index: 7

I10-index: 5