Concepedia

Samira Boukaf

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Publications

3

Citations

37

H-Index

3

Active since

2015

Affiliations

University of Biskra(Current)

Kyushu Tokai University

Samira Boukaf is an author at University of Biskra specializing in stochastic analysis, stochastic calculus, and stochastic optimization.

Top concepts

Stochastic AnalysisStochastic CalculusEngineeringStochastic ModelsStochastic ProcessesStochastic Optimization

Publications per year

2015–2016

3

Publications

3

Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem

Mokhtar Hafayed, Moufida Tabet, Samira Boukaf · Communications in Mathematics and Statistics · 2015 · 13 citations

Stochastic Hybrid System, Optimal Control, Mean Field Game +6

A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes

Mokhtar Hafayed, Samira Boukaf, Yan Shi et al. · Neurocomputing · 2015 · 12 citations

Stochastic Hybrid System, Poisson Jump Processes, Stochastic Dynamical System +4

Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications

Mokhtar Hafayed, Messaoud Ghebouli, Samira Boukaf et al. · Neurocomputing · 2016 · 12 citations

Engineering, Stochastic Optimization, Stochastic Processes +7

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