Adel Chala - Academia.edu (original) (raw)
Papers by Adel Chala
Italian Journal of Animal Science
Advances in Environmental Biology, 2014
Since antiquity, the date palm selection concerned only the female trees and never male ones, whi... more Since antiquity, the date palm selection concerned only the female trees and never male ones, which called locally "Dokkars", in spite of their influence on the quality and the quantity of date production. A collection of palm trees from "Daouia" Agricultural Exploitation Company situated in Oued Souf, Algeria was studied during 2013. The laboratory physiological features (pollen viability by the vital coloring test and "in vitro" germination test), and the palm trees characteristics according to farmers (localization, maturity, production of spathes also pollen and pollen quality) were investigated. The obtained results showed the existence of a high variability in the physiological markers between the various pollen types, which reflects the great diversity of the "Dokkars". The pollen viability for the majority of palm trees was always higher than 75%, therefore, they considered of good quality. The farmers' observations concerning the descriptive characteristics of the palm trees are regarded as a complement of the study conducted in the laboratory. The factorial correspondence analysis showed the existence of correlation between the studied characteristics and the quality of pollen as well as the repartition of male date palms into three categories; good, fair and bad. The goal of this study is to select, on the level of "Daouia" station, the best male palm trees presenting a good genetic potential in order to multiply them vegetatively.
We consider a stochastic control problem in the case where the set of control domain is convex, t... more We consider a stochastic control problem in the case where the set of control domain is convex, the system is governed by a nonlinear backward stochastic differential equation with a non-Markovian system and constant terminal conditions. The paper reports on a derivation of a stochastic maximum principle for optimality with a minimized criterion in the general form, with initial costs.
Random Operators and Stochastic Equations, 2020
We consider a stochastic control problem in the case where the set of the control domain is conve... more We consider a stochastic control problem in the case where the set of the control domain is convex, and the system is governed by fractional Brownian motion with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} and standard Wiener motion. The criterion to be minimized is in the general form, with initial cost. We derive a stochastic maximum principle of optimality by using two famous approaches. The first one is the Doss–Sussmann transformation and the second one is the Malliavin derivative.
Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitiv... more Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitive performance functional, where the system is given by a fully coupled forward-backward stochastic differential equation with jump. The risk neutral control system has been used as preliminary step, where the admissible controls are convex, and the optimal solution exists. The necessary as well as sufficient optimality conditions for risk-sensitive performance are proved. At the end of this work, we illustrate our main result by giving an example of mean-variance for risk sensitive control problem applied in cash flow market.
Dans ce travail, nous nous interessons aux conditions necessaire d'optimalite en controle opt... more Dans ce travail, nous nous interessons aux conditions necessaire d'optimalite en controle optimal stochastique dont le systeme est gouverne par des un EDS. Ces conditions necessaires seront etablies sous forme de principe du maximum et on demontre deux nouveaux resultats: Le premier resultat concerne le principe du maximum pour des diffusions singulieres dont les coefficients non lineaires, de plus, on ne suppose pas que les coefficients de la fonction cout sont convexes. Le resultat sera obtenu en utilisant la perturbation faible sur les controles et une methode variationnelle simple. Ceci constitue une generalisation du resultat obtenu par Cadellinas-Haussmann et aussi celui obtenu par Benoussan. Dans le deuxieme resultat, nous considerons un probleme de controle stochastique ou le systeme est gouverne par une equation differentiel stochastique non lineaire avec sauts. Le controle est relaxe a entrer dans les deux termes de diffusion et de saut. En utilisant seulement l'ex...
Evolution Equations & Control Theory
International Journal of Control
Random Operators and Stochastic Equations
In this paper, we are concerned with an optimal control problem where the system is driven by a b... more In this paper, we are concerned with an optimal control problem where the system is driven by a backward doubly stochastic differential equation with risk-sensitive performance functional. We generalized the result of Chala [A. Chala, Pontryagin’s risk-sensitive stochastic maximum principle for backward stochastic differential equations with application, Bull. Braz. Math. Soc. (N. S.) 48 2017, 3, 399–411] to a backward doubly stochastic differential equation by using the same contribution of Djehiche, Tembine and Tempone in [B. Djehiche, H. Tembine and R. Tempone, A stochastic maximum principle for risk-sensitive mean-field type control, IEEE Trans. Automat. Control 60 2015, 10, 2640–2649]. We use the risk-neutral model for which an optimal solution exists as a preliminary step. This is an extension of an initial control system in this type of problem, where an admissible controls set is convex. We establish necessary as well as sufficient optimality conditions for the risk-sensitiv...
Random Operators and Stochastic Equations
In this paper, we deal with an optimal control, where the system is driven by a mean-field forwar... more In this paper, we deal with an optimal control, where the system is driven by a mean-field forward-backward doubly stochastic differential equation with jumps diffusion. We assume that the set of admissible control is convex, and we establish a necessary as well as a sufficient optimality condition for such system.
Bulletin of the Brazilian Mathematical Society, New Series
We study a new approach of optimal control problems where the state equation is a Mean-Field Forw... more We study a new approach of optimal control problems where the state equation is a Mean-Field Forward-Backward stochastic differential equation, and the set of strict (classical) controls need not be convex, and the diffusion coefficient and the generator coefficient depends on the terms being controlled. In this paper, the main result consists of necessary conditions as well as a sufficient conditions for optimality in the form of a relaxed maximum principle.
Advances in Environmental Biology, 2015
Applied Mathematics & Optimization, 2012
Italian Journal of Animal Science
Advances in Environmental Biology, 2014
Since antiquity, the date palm selection concerned only the female trees and never male ones, whi... more Since antiquity, the date palm selection concerned only the female trees and never male ones, which called locally "Dokkars", in spite of their influence on the quality and the quantity of date production. A collection of palm trees from "Daouia" Agricultural Exploitation Company situated in Oued Souf, Algeria was studied during 2013. The laboratory physiological features (pollen viability by the vital coloring test and "in vitro" germination test), and the palm trees characteristics according to farmers (localization, maturity, production of spathes also pollen and pollen quality) were investigated. The obtained results showed the existence of a high variability in the physiological markers between the various pollen types, which reflects the great diversity of the "Dokkars". The pollen viability for the majority of palm trees was always higher than 75%, therefore, they considered of good quality. The farmers' observations concerning the descriptive characteristics of the palm trees are regarded as a complement of the study conducted in the laboratory. The factorial correspondence analysis showed the existence of correlation between the studied characteristics and the quality of pollen as well as the repartition of male date palms into three categories; good, fair and bad. The goal of this study is to select, on the level of "Daouia" station, the best male palm trees presenting a good genetic potential in order to multiply them vegetatively.
We consider a stochastic control problem in the case where the set of control domain is convex, t... more We consider a stochastic control problem in the case where the set of control domain is convex, the system is governed by a nonlinear backward stochastic differential equation with a non-Markovian system and constant terminal conditions. The paper reports on a derivation of a stochastic maximum principle for optimality with a minimized criterion in the general form, with initial costs.
Random Operators and Stochastic Equations, 2020
We consider a stochastic control problem in the case where the set of the control domain is conve... more We consider a stochastic control problem in the case where the set of the control domain is convex, and the system is governed by fractional Brownian motion with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} and standard Wiener motion. The criterion to be minimized is in the general form, with initial cost. We derive a stochastic maximum principle of optimality by using two famous approaches. The first one is the Doss–Sussmann transformation and the second one is the Malliavin derivative.
Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitiv... more Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitive performance functional, where the system is given by a fully coupled forward-backward stochastic differential equation with jump. The risk neutral control system has been used as preliminary step, where the admissible controls are convex, and the optimal solution exists. The necessary as well as sufficient optimality conditions for risk-sensitive performance are proved. At the end of this work, we illustrate our main result by giving an example of mean-variance for risk sensitive control problem applied in cash flow market.
Dans ce travail, nous nous interessons aux conditions necessaire d'optimalite en controle opt... more Dans ce travail, nous nous interessons aux conditions necessaire d'optimalite en controle optimal stochastique dont le systeme est gouverne par des un EDS. Ces conditions necessaires seront etablies sous forme de principe du maximum et on demontre deux nouveaux resultats: Le premier resultat concerne le principe du maximum pour des diffusions singulieres dont les coefficients non lineaires, de plus, on ne suppose pas que les coefficients de la fonction cout sont convexes. Le resultat sera obtenu en utilisant la perturbation faible sur les controles et une methode variationnelle simple. Ceci constitue une generalisation du resultat obtenu par Cadellinas-Haussmann et aussi celui obtenu par Benoussan. Dans le deuxieme resultat, nous considerons un probleme de controle stochastique ou le systeme est gouverne par une equation differentiel stochastique non lineaire avec sauts. Le controle est relaxe a entrer dans les deux termes de diffusion et de saut. En utilisant seulement l'ex...
Evolution Equations & Control Theory
International Journal of Control
Random Operators and Stochastic Equations
In this paper, we are concerned with an optimal control problem where the system is driven by a b... more In this paper, we are concerned with an optimal control problem where the system is driven by a backward doubly stochastic differential equation with risk-sensitive performance functional. We generalized the result of Chala [A. Chala, Pontryagin’s risk-sensitive stochastic maximum principle for backward stochastic differential equations with application, Bull. Braz. Math. Soc. (N. S.) 48 2017, 3, 399–411] to a backward doubly stochastic differential equation by using the same contribution of Djehiche, Tembine and Tempone in [B. Djehiche, H. Tembine and R. Tempone, A stochastic maximum principle for risk-sensitive mean-field type control, IEEE Trans. Automat. Control 60 2015, 10, 2640–2649]. We use the risk-neutral model for which an optimal solution exists as a preliminary step. This is an extension of an initial control system in this type of problem, where an admissible controls set is convex. We establish necessary as well as sufficient optimality conditions for the risk-sensitiv...
Random Operators and Stochastic Equations
In this paper, we deal with an optimal control, where the system is driven by a mean-field forwar... more In this paper, we deal with an optimal control, where the system is driven by a mean-field forward-backward doubly stochastic differential equation with jumps diffusion. We assume that the set of admissible control is convex, and we establish a necessary as well as a sufficient optimality condition for such system.
Bulletin of the Brazilian Mathematical Society, New Series
We study a new approach of optimal control problems where the state equation is a Mean-Field Forw... more We study a new approach of optimal control problems where the state equation is a Mean-Field Forward-Backward stochastic differential equation, and the set of strict (classical) controls need not be convex, and the diffusion coefficient and the generator coefficient depends on the terms being controlled. In this paper, the main result consists of necessary conditions as well as a sufficient conditions for optimality in the form of a relaxed maximum principle.
Advances in Environmental Biology, 2015
Applied Mathematics & Optimization, 2012