×
Edit Profile (opens in new tab)

Chala, Adel

Co-Author Distance
Author ID: chala.adel Recent zbMATH articles by "Chala, Adel"
Published as: Chala, Adel; Chala, A.
Documents Indexed: 22 Publications since 2005, including 1 Additional arXiv Preprint
Co-Authors: 6 Co-Authors with 12 Joint Publications
4 Co-Co-Authors
all top 5

Co-Authors

10 single-authored
3 Bahlali, Seid
3 Hafayed, Dahbia
2 Dassa, Meriyam
2 Khallout, Rania
1 Bouaziz, Tayeb
1 Hamed, Ikram
all top 5

Serials

8 Random Operators and Stochastic Equations
2 Journal of Numerical Mathematics and Stochastics
1 International Journal of Control
1 Applied Mathematics and Optimization
1 Automatica
1 Bulletin of the Brazilian Mathematical Society. New Series
1 Journal of Applied Probability and Statistics
1 Asian Journal of Control
1 S\(\vec{\text{e}}\)MA Journal
1 ISRN Applied Mathematics
1 Communications in Mathematics and Statistics
1 Evolution Equations and Control Theory
1 Probability, Uncertainty and Quantitative Risk

Fields

20 Systems theory; control (93-XX)
19 Probability theory and stochastic processes (60-XX)
12 Calculus of variations and optimal control; optimization (49-XX)
4 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

17 Publications have been cited 73 times in 44 Documents Cited by ▼ Year ▼
The stochastic maximum principle in optimal control of singular diffusions with nonlinear coefficients. Zbl 1101.93080
Bahlali, Seid; Chala, Adel
20
2005
The relaxed optimal control problem for mean-field SDEs systems and application. Zbl 1298.93354
Chala, Adel
9
2014
A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications. Zbl 07872671
Khallout, Rania; Chala, Adel
7
2020
A general optimality conditions for stochastic control problems of jump diffusions. Zbl 1242.49055
Bahlali, Seid; Chala, Adel
6
2012
Pontryagin’s risk-sensitive stochastic maximum principle for backward stochastic differential equations with application. Zbl 1375.60100
Chala, Adel
6
2017
Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application. Zbl 1387.93185
Chala, A.
5
2017
The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem. Zbl 1263.93235
Chala, Adel
5
2012
On the singular risk-sensitive stochastic maximum principle. Zbl 1478.93730
Chala, Adel
3
2021
Necessary and sufficient condition for optimality of a backward non-Markovian system. Zbl 1360.93768
Chala, A.
3
2013
On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. Zbl 1455.91216
Chala, Adel; Hafayed, Dahbia
2
2020
An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications. Zbl 1433.93155
Hafayed, Dahbia; Chala, Adel
1
2020
Stochastic controls of relaxed-singular problems. Zbl 1292.93146
Chala, Adel; Bahlali, Seid
1
2014
Stochastic maximum principle for optimal control problem under G-expectation utility. Zbl 1492.60143
Dassa, Meriyam; Chala, Adel
1
2022
A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes. Zbl 1414.93202
Hafayed, Dahbia; Chala, Adel
1
2019
Near-relaxed control problem of fully coupled forward-backward doubly system. Zbl 1327.93408
Chala, Adel
1
2015
On optimal control problem for backward stochastic doubly systems. Zbl 1298.93355
Chala, Adel
1
2014
Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application. Zbl 1461.93539
Bouaziz, Tayeb; Chala, Adel
1
2020
Stochastic maximum principle for optimal control problem under G-expectation utility. Zbl 1492.60143
Dassa, Meriyam; Chala, Adel
1
2022
On the singular risk-sensitive stochastic maximum principle. Zbl 1478.93730
Chala, Adel
3
2021
A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications. Zbl 07872671
Khallout, Rania; Chala, Adel
7
2020
On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. Zbl 1455.91216
Chala, Adel; Hafayed, Dahbia
2
2020
An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications. Zbl 1433.93155
Hafayed, Dahbia; Chala, Adel
1
2020
Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application. Zbl 1461.93539
Bouaziz, Tayeb; Chala, Adel
1
2020
A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes. Zbl 1414.93202
Hafayed, Dahbia; Chala, Adel
1
2019
Pontryagin’s risk-sensitive stochastic maximum principle for backward stochastic differential equations with application. Zbl 1375.60100
Chala, Adel
6
2017
Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application. Zbl 1387.93185
Chala, A.
5
2017
Near-relaxed control problem of fully coupled forward-backward doubly system. Zbl 1327.93408
Chala, Adel
1
2015
The relaxed optimal control problem for mean-field SDEs systems and application. Zbl 1298.93354
Chala, Adel
9
2014
Stochastic controls of relaxed-singular problems. Zbl 1292.93146
Chala, Adel; Bahlali, Seid
1
2014
On optimal control problem for backward stochastic doubly systems. Zbl 1298.93355
Chala, Adel
1
2014
Necessary and sufficient condition for optimality of a backward non-Markovian system. Zbl 1360.93768
Chala, A.
3
2013
A general optimality conditions for stochastic control problems of jump diffusions. Zbl 1242.49055
Bahlali, Seid; Chala, Adel
6
2012
The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem. Zbl 1263.93235
Chala, Adel
5
2012
The stochastic maximum principle in optimal control of singular diffusions with nonlinear coefficients. Zbl 1101.93080
Bahlali, Seid; Chala, Adel
20
2005
all cited Publications top 5 cited Publications
all top 5

Cited by 54 Authors

10 Chala, Adel
5 Mezerdi, Brahim
4 Hafayed, Mokhtar
3 Abbas, Syed
3 Bahlali, Khaled
3 Ji, Shaolin
2 Chighoub, Farid
2 Deepa, R. Acharya
2 Djehiche, Boualem
2 Hafayed, Dahbia
2 Liu, Haodong
2 Ma, Heping
2 Meng, Qingxin
2 Tang, Maoning
2 Wu, Zhen
2 Zhang, Feng
1 Adel, Chala
1 Dassa, Meriyam
1 Djete, Mao Fabrice
1 Ge, Xintong
1 Hamed, Ikram
1 Huang, Tianmin
1 Huang, Xiang
1 Jing, Kaili
1 Khallout, Rania
1 Li, Cailing
1 Li, Ruijing
1 Li, Xueqin
1 Liang, Hong
1 Liu, Zaiming
1 Mezerdi, Meriem
1 Moon, Jun-Hee
1 Possamaï, Dylan
1 Song, Aimin
1 Song, Yuanzhuo
1 Sun, Jie
1 Tan, Xiaolu
1 Tang, Chao
1 Veverka, Petr
1 Wang, Lei
1 Wang, Weifeng
1 Wang, Yan
1 Wu, Jinbiao
1 Xiong, Hong
1 Xu, Ruimin
1 Xu, Zhenda
1 Xue, Xiaole
1 Yakhlef, Samia
1 Yang, Juan
1 Yang, Yanjun
1 Yu, Zhiyong
1 Zhang, Liangquan
1 Zhou, Qing
1 Zhu, Yuanguo
all top 5

Cited in 29 Serials

3 Automatica
3 Optimal Control Applications & Methods
3 Journal of Systems Science and Complexity
3 Communications in Mathematics and Statistics
2 International Journal of Control
2 Journal of Mathematical Analysis and Applications
2 Applied Mathematics and Optimization
2 Random Operators and Stochastic Equations
2 Optimization Letters
2 Asian Journal of Control
2 Afrika Matematika
1 Journal of Optimization Theory and Applications
1 Mathematics of Operations Research
1 International Journal of Robust and Nonlinear Control
1 The Journal of Analysis
1 Discrete and Continuous Dynamical Systems
1 Abstract and Applied Analysis
1 Journal of Dynamical and Control Systems
1 Stochastics and Dynamics
1 Fuzzy Optimization and Decision Making
1 Advances in Difference Equations
1 International Journal of Stochastic Analysis
1 Mathematical Control and Related Fields
1 S\(\vec{\text{e}}\)MA Journal
1 ISRN Applied Mathematics
1 Evolution Equations and Control Theory
1 Applied Mathematics and Nonlinear Sciences
1 Communications on Applied Mathematics and Computation
1 Probability, Uncertainty and Quantitative Risk
all top 5

Cited in 8 Fields

39 Systems theory; control (93-XX)
32 Probability theory and stochastic processes (60-XX)
24 Calculus of variations and optimal control; optimization (49-XX)
8 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Partial differential equations (35-XX)
2 Difference and functional equations (39-XX)
2 Operations research, mathematical programming (90-XX)
1 Ordinary differential equations (34-XX)

Citations by Year