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Brahim Mezerdi
Brahim Mezerdi
Adresse e-mail validée de univ-biskra.dz
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Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
K Bahlali, B Mezerdi
Stochastic Processes and their applications 115 (7), 1107-1129, 2005
732005
The relaxed stochastic maximum principle in singular optimal control of diffusions
S Bahlali, B Djehiche, B Mezerdi
SIAM Journal on Control and Optimization 46 (2), 427-444, 2007
662007
A general stochastic maximum principle for singular control problems
S Bahlali, B Mezerdi
602005
Approximation and optimality necessary conditions in relaxed stochastic control problems
S Bahlali, B Mezerdi, B Djehiche
Journal of Applied Mathematics and Stochastic Analysis 2006, 2006
572006
Pathwise uniqueness and approximation of solutions of stochastic differential equations
K Bahlali, B Mezerdi, Y Ouknine
Séminaire de Probabilités XXXII, 166-187, 2006
462006
Existence of optimal controls for systems driven by FBSDEs
K Bahlali, B Gherbal, B Mezerdi
Systems & control letters 60 (5), 344-349, 2011
432011
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
K Bahlali, N Khelfallah, B Mezerdi
Systems & Control Letters 58 (12), 857-864, 2009
402009
Necessary conditions for optimality in relaxed stochastic control problems
B Mezerdi, S Bahlali
Stochastics: An International Journal of Probability and Stochastic …, 2002
402002
Existence of optimal controls for systems governed by mean-field stochastic differential equations
K Bahlali, M Mezerdiz, B Mezerdi
Afrika Statistika 9 (1), 627-645, 2014
332014
Stability of McKean–Vlasov stochastic differential equations and applications
K Bahlali, MA Mezerdi, B Mezerdi
Stochastics and Dynamics 20 (01), 2050007, 2020
282020
The maximum principle for optimal control of diffusions with non-smooth coefficients
K Bahlali, B Mezerdi, Y Ouknine
Stochastics: An International Journal of Probability and Stochastic …, 1996
271996
Approximation in optimal control of diffusion processes
B Mezerdi, S Bahlali
Walter de Gruyter, Berlin/New York 8 (4), 365-372, 2000
262000
Optimality necessary conditions in singular stochastic control problems with nonsmooth data
K Bahlali, F Chighoub, B Djehiche, B Mezerdi
Journal of mathematical analysis and applications 355 (2), 479-494, 2009
252009
Near optimality conditions in stochastic control of jump diffusion processes
F Chighoub, B Mezerdi
Systems & control letters 60 (11), 907-916, 2011
242011
Weak solutions and a Yamada–Watanabe theorem for FBSDEs
K Bahlali, B Mezerdi, M N'zi, Y Ouknine
Walter de Gruyter 15 (3), 271-285, 2007
242007
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
K Bahlali, B Djehiche, B Mezerdi
Applied mathematics and optimization 56, 364-378, 2007
232007
Existence and optimality conditions in stochastic control of linear BSDEs
K Bahlali, B Gherbal, B Mezerdi
Walter de Gruyter GmbH & Co. KG 18 (3), 185-197, 2010
212010
On the relaxed mean-field stochastic control problem
K Bahlali, M Mezerdi, B Mezerdi
Stochastics and Dynamics 18 (03), 1850024, 2018
202018
Existence and optimality conditions for relaxed mean-field stochastic control problems
K Bahlali, M Mezerdi, B Mezerdi
Systems & Control Letters 102, 1-8, 2017
182017
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
K Bahlali, F Chighoub, B Mezerdi
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
162012
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