DSpace Collection:http://archives.univ-biskra.dz/handle/123456789/10912026-04-06T21:37:02Z2026-04-06T21:37:02ZOn partially observed optimal stochastic controlof McKean-Vlasov systems in Wasserstein spaceof probability measures with applicationsRafik KAOUACHEhttp://archives.univ-biskra.dz/handle/123456789/316612025-10-26T08:05:03Z2024-01-01T00:00:00ZTitre: On partially observed optimal stochastic controlof McKean-Vlasov systems in Wasserstein spaceof probability measures with applications
Auteur(s): Rafik KAOUACHE
Résumé: This thesis presents two research topics about stochastic control problems of the
general McKean–Vlasov equations, in which the coefficients depend nonlinearly
on both the state process as well as its law. In the first topic, we establish partially
observed necessary conditions of optimality for forward-backward stochastic differential
equations driven by both a family of Teugels martingales and an independent Brownian
motion under the assumption that the control domain is supposed to be convex. As an
application of the general theory, a partially observed linear-quadratic control problem
is studied in terms of stochastic filtering. The second topic is to study the maximum
principle for the partially observed risk-sensitive optimal control problem of FBSDEs,
and the cost functional is a McKean–Vlasov exponential of integral type. Moreover, un
der certain concavity assumptions, we obtain the sufficient conditions of optimality. As
an application, a linear-quadratic risk-sensitive optimal control problem under partially
observed information and fully observed information is solved by using main results
Description: Applied mathematics2024-01-01T00:00:00ZAnalyse et évaluation de performances de systèmes de files d'attente avec feedback de clientsHadjer NITAhttp://archives.univ-biskra.dz/handle/123456789/316462025-10-22T08:22:55Z2025-01-01T00:00:00ZTitre: Analyse et évaluation de performances de systèmes de files d'attente avec feedback de clients
Auteur(s): Hadjer NITA
Résumé: The main objective of this thesis is to analyze di erences queuing systems with Bernoulli
feedback when the probability of this latest phenomena depends on the number of customers in the
system. At rst, we have considered an MM1 queue with Bernoulli feedback, where we analyzed
a particular cases of them. Secondly, we consider the parametric estimation of the characteristics
of the waiting model MM1N queue with Bernoulli feedback. A simulation study was carried
out with the objective of analyzing the e ect of estimating the starting parameters of the waiting
system in question on the statistical properties of its performance measurement estimators obtained
via the plug-in method. Where a through discrete event simulation technique, we have analyzed
the GI GI 1 queue system with Bernoulli feedback. Numerical and graphic analyzes are carried
out to show the e ect of the distribution of inter-arrivals times, the distribution of service times,
the probability of Feedback, and the tra c intensity on the stationary characteristics of the system
in question and allowed us to draw important conclusions on the behavior of these characteristics
Description: Probabilité et statistiques2025-01-01T00:00:00ZProblème de Goursat non linéaire dans la classe Denjoy-CarlemanLATRECHE Smailhttp://archives.univ-biskra.dz/handle/123456789/316452025-10-22T08:20:32Z2025-01-01T00:00:00ZTitre: Problème de Goursat non linéaire dans la classe Denjoy-Carleman
Auteur(s): LATRECHE Smail
Résumé: This thesis aims to establish the existence and uniqueness of a solution to a nonlinear
Goursat problem within the class of quasi-analytic functions of Denjoy-Carleman type,
specifically within the set of continuous Denjoy-Carleman functions. The approach involves
transforming the integro-differential problem into a fixed-point problem, applied to a closed
ball in a Banach algebra defined by a formal series and a suitably chosen logarithmically convex
Description: Equations Différentielles aux Dérivées Partielles2025-01-01T00:00:00ZOnpartiallyobservedoptimalstochasticcontrolofMcKean-Vlasovsystemsin Wasserstein space of probability measure swith applicationsRafik KAOUACHEhttp://archives.univ-biskra.dz/handle/123456789/316442025-10-22T07:57:01Z2024-01-01T00:00:00ZTitre: OnpartiallyobservedoptimalstochasticcontrolofMcKean-Vlasovsystemsin Wasserstein space of probability measure swith applications
Auteur(s): Rafik KAOUACHE
Résumé: This thesis presents two research topics about stochastic control problems of the
general McKean–Vlasov equations, in which the coefficients depend nonlinearly
on both the state process as well as its law. In the first topic, we establish partially
observed necessary conditions of optimality for forward-backward stochastic differential
equations driven by both a family of Teugels martingales and an independent Brownian
motion under the assumption that the control domain is supposed to be convex. As an
application of the general theory, a partially observed linear-quadratic control problem
is studied in terms of stochastic filtering. The second topic is to study the maximum
principle for the partially observed risk-sensitive optimal control problem of FBSDEs,
and the cost functional is a McKean–Vlasov exponential of integral type. Moreover, un
der certain concavity assumptions, we obtain the sufficient conditions of optimality. As
an application, a linear-quadratic risk-sensitive optimal control problem under partially
observed information and fully observed information is solved by using main results.
Description: Applied mathematics2024-01-01T00:00:00Z