16 citations · 26 across the 2 of their papers we have counts for
2 papers
math.OC2013★ 10 cited
A general maximum principle for mean-field stochastic differential equations with jump processes
Mokhtar Hafayed, Syed Abbas
In this paper, we investigate the optimal control problems for stochastic differential equations (SDEs in short) of mean-field type with jump processes. The control variable is all…
math.OC2011★ 16 cited
On Necessary and Sufficient Conditions for Near-Optimal Singular Stochastic Controls
Mokhtar Hafayed, Syed Abbas, Petr Veverka
This paper is concerned with necessary and sufficient conditions for near-optimal singular stochastic controls for systems driven by a nonlinear stochastic differential equations (…