Publications

Research article published in Discrete Applied Mathematics, Volume 382 (2025), pages 245–258. The paper studies optimal welfare strategies and Nash equilibrium strategies in games with homogeneous players.

Published in Optimization: A Journal of Mathematical Programming and Operations Research, Volume 73, Issue 2 (2024), pages 359–399. The paper studies optimal consumption, investment and life-insurance purchase decisions under a stochastically fluctuating economy.

Published in Optimization: A Journal of Mathematical Programming and Operations Research, Volume 72, Issue 9 (2023), pages 2367–2391.

Published in Journal of the Arab American University, Volume 3, Issue 2 (2017), pages 10–39.

Published in Insurance: Mathematics and Economics, Volume 67 (2016), pages 133–144.

Published in Journal of Dynamics and Games, Volume 2, Issue 2 (2015), pages 303–320.

Published in Journal of Dynamics and Games, Volume 1, Issue 1 (2014), pages 121–151.

An n-Dimensional Strategic Form Game with Binary Interactions. In S. Elaydi, L. Gardini, R. Lozi and D. Radi (eds.). Difference Equations and Discrete Dynamical Systems with Applications. Springer Proceedings in Mathematics & Statistics. Chapter 18. Springer, Cham. DOI: 10.1007/978-3-032-25494-8_18. (To Appear)

Nash equilibria characterization in a discrete mathematical model with quasi-linear utilities. In Dia Zeidan, Mohammed A. Amleh, Sergey Utyuzhnikov and Radwan Abu-Gdairi (eds.). Developments in Mathematical, Computational and Applied Sciences. Springer Proceedings in Mathematics & Statistics. Springer Nature Singapore Pte Ltd. (To Appear)

Hysterical Dynamics of Player’s Behaviour in a Welfare Coalition Game. In S. Elaydi, L. Gardini and W. Tikjha (eds.). New Developments in Discrete Dynamical Systems, Difference Equations, and Applications. Springer Proceedings in Mathematics & Statistics, Volume 485, Chapter 6, pp. 101–118. Springer, Cham.

Presented at the ICDGTS 2020 International Conference on Decision and Game Theory for Security, Paris, France, July 20–21, 2020. Organized by the World Academy of Science, Engineering and Technology (WASET). Vol. 14, No. 9, pp. 86–92.

Conference paper presented at ICAMA 2020. Explores the geometry of envy in human behaviour using a game theory model with two types of homogeneous players.

A Consumption-Investment Problem with a Diminishing Basket of Goods. In Operational Research: IO 2013 – XVI Congress of APDIO (eds. J. P. Almeida, J. F. Oliveira and A. A. Pinto). CIM Series in Mathematical Sciences. Springer. Chapter 17, pp. 295–310.

Influence of Individual Decisions in Competitive Market Policies. In Mathematics of Planet Earth (eds. F. Costa, J. Buescu and J. T. Pinto). Editora Universitária do Instituto Superior Técnico (IST Press), Lisboa, 2014.

Resort Pricing and Bankruptcy. In Dynamics, Games and Science II (eds. M. Peixoto, A. A. Pinto and D. Rand). Proceedings in Mathematics Series. Springer-Verlag. Chapter 39, pp. 567–573.

Tilings and Bussola for Making Decisions. In Dynamics, Games and Science I (eds. M. Peixoto, A. A. Pinto and D. Rand). Proceedings in Mathematics Series. Springer-Verlag. Chapter 44, pp. 689–708.

• The existence of solution for a stochastic optimal control problem with a random horizon.

• A family of stochastic optimal control problems with multiple random time horizons.

• Investment portfolio and life-insurance management.

• Existence and uniqueness of viscosity solution for a HJB equation.