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Samira Boukaf

Observed names: BOUKAF, Samira, Boukaf Samira
ORCID: 0000-0002-4213-6307
Observed ORCID: 0000-0002-4213-6307
OpenAlex ID: A5073641348
Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem
2015 · Mokhtar Hafayed, Moufida Tabet, et al. · Communications in Mathematics and Statistics · 14
A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes
2015 · Mokhtar Hafayed, Samira Boukaf, et al. · Neurocomputing · 13
Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications
2016 · Mokhtar Hafayed, Messaoud Ghebouli, et al. · Neurocomputing · 12
On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications
2016 · Mokhtar Hafayed, Abdelmadjid Abba, et al. · International Journal of Modelling Identification and Control · 6
On pointwise second‐order maximum principle for optimal stochastic controls of general mean‐field type
2023 · Samira Boukaf, Fatiha Korichi, et al. · Asian Journal of Control · 1
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A study on optimal control problem with $$\varepsilon ^{\lambda }-$$ ε λ - error bound for stochastic systems with application to linear quadratic problem
2015 · Samira Boukaf, Mokhtar Hafayed, et al. · International Journal of Dynamics and Control · 1
Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance
2024 · Fatiha Korichi, Samira Boukaf, et al. · Boletim da Sociedade Paranaense de Matemática
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Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
2022 · Samira Boukaf, Lina Guenane, et al. · International Journal of Dynamical Systems and Differential Equations
Teugelsマルチンゲールの応用により駆動される平均場前方‐後方確率系の部分情報最適制御【Powered by NICT】
2016 · Hafayed Mokhtar, Ghebouli Messaoud, et al. · Neurocomputing
A study on optimal control problem with ε λ error bound for stochastic systems with application to linear quadratic problem
2015 · Samira Boukaf, Mokhtar Hafayed, et al.
Works count: 11
Citation count: 47
H-index: 4
I10-index: 3
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