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3 Papers found for "Stochastic Control (3)"

Necessary and Sufficient Optimality Conditions for Relaxed Control Problem With Risk Sensitive Performance

"Adel Chala, Abdelkarim Digheche", Brahim Mansoul

Journal of Applied Probability and Statistics | 2023

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On the Risk-Sensitive Stochastic Maximum Principle of Backward with Jump

"Dahbia Hafayed, Adel Chala"

Journal of Applied Probability and Statistics | 2022

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A New Approach of Optimal Control Problem for Mean-Field Forward-backward Systems

"Adel Chala"

Journal of Applied Probability and Statistics | 2013

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