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Existence of a stochastic optimal control for systems driven by FBSDEs
Khaled Bahlali
,
Boulekhrass Gherbal
,
Brahim Mezerdi
Journal articles
hal-01297356v1
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Existence of optimal controls for systems governed by mean-field stochastic differential equations
Khaled Bahlali
,
Meriem Mezerdi
,
Brahim Mezerdi
Afrika Statistika, 2014, 9, pp.627--645
Journal articles
hal-01297354v1
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Optimality conditions for partial information stochastic control problems driven by Lévy processes
Khaled Bahlali
,
Nabil Khelfallah
,
Brahim Mezerdi
Systems and Control Letters, 2012, 61 (11), pp.1079--1084
Journal articles
hal-01293279v1
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Stability of McKean–Vlasov stochastic differential equations and applications
Khaled Bahlali
,
Mohamed Amine Mezerdi
,
Brahim Mezerdi
Journal articles
hal-03498286v1
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Existence and optimality conditions for relaxed mean-field stochastic control problems
Khaled Bahlali
,
Meriem Mezerdi
,
Brahim Mezerdi
Journal articles
hal-01824224v1
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On the relaxed mean-field stochastic control problem
Khaled Bahlali
,
Meriem Mezerdi
,
Brahim Mezerdi
Journal articles
hal-01806829v1
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On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
Khaled Bahlali
,
Farid Chighoub
,
Brahim Mezerdi
Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (2-3), pp.233--249
Journal articles
hal-01293278v1
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