Concepedia

Abdelmadjid Abba

AA

Statistics

Publications

3

Citations

71

H-Index

3

Active since

2013

Affiliations

Indian Institute of Technology Mandi(Current)

University of Biskra

Abdelmadjid Abba is an author at Indian Institute of Technology Mandi specializing in stochastic calculus, probability theory, and jump diffusions.

Top concepts

Stochastic CalculusEngineeringProbabilityJump DiffusionsStochastic SystemsStochastic Analysis

Publications per year

2013–2015

3

Publications

3

On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes

Mokhtar Hafayed, Syed Abbas, Abdelmadjid Abba · Journal of Optimization Theory and Applications · 2015 · 32 citations

Optimal Control, Engineering, Lévy Processes +5

On mean-field stochastic maximum principle for near-optimal controls for Poisson jump diffusion with applications

Mokhtar Hafayed, Abdelmadjid Abba, Syed Abbas · International Journal of Dynamics and Control · 2013 · 24 citations · Full text

Stochastic Hybrid System, Near-optimal Controls, Stochastic Calculus +5

On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures

Mokhtar Hafayed, Abdelmadjid Abba, Syed Abbas · International Journal of Control · 2015 · 15 citations

Continuous–singular Control, Stochastic System, Independent Brownian Motion +7

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