2 citations · 3 across the 2 of their papers we have counts for
3 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…
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…