2 citations · 3 across the 7 of their papers we have counts for
8 papers
McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
AbdulRahman Al-Hussein, Abdelhakim Ninouh, Boulakhras Gherbal
This paper investigates first the existence and uniqueness of solutions for McKean-Vlasov forward-backward doubly stochastic differential equations (MV-FBDSDEs) in infinite-dimensi…
Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
AbdulRahman Al-Hussein
In this paper, we study the existence and uniqueness of solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations with Poisson jumps…
Existence and uniqueness of the solutions of forward-backward doubly stochastic differential equations with Poisson jumps
AbdulRahman Al-Hussein, Boulakhras Gherbal
The aim of this paper is to establish the existence and uniqueness of the solution to a system of nonlinear fully coupled forward-backward doubly stochastic differential equations…
Maximum principle for optimal control of forward-backward doubly stochastic differential equations with jumps
AbdulRahman Al-Hussein, Boulakhras Gherbal
In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward…
Necessary conditions for optimality for stochastic evolution equations
AbdulRahman Al-Hussein
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary…
Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
AbdulRahman Al-Hussein
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional ma…
Maximum principle for optimal control of stochastic partial differential equations
AbdulRahman Al-Hussein
We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t)…
Sufficient conditions for optimality for stochastic evolution equations
AbdulRahman Al-Hussein
In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint b…