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Existence of a stochastic optimal control for systems driven by FBSDEs

Khaled Bahlali , Boulekhrass Gherbal , Brahim Mezerdi
Systems and Control Letters, 2011, 60 (5), pp.344 - 349. ⟨10.1016/j.sysconle.2011.02.011⟩
Journal articles hal-01297356v1

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

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

Stability of McKean–Vlasov stochastic differential equations and applications

Khaled Bahlali , Mohamed Amine Mezerdi , Brahim Mezerdi
Stochastics and Dynamics, 2019, 20 (01), pp.2050007. ⟨10.1142/S0219493720500070⟩
Journal articles hal-03498286v1

Existence and optimality conditions for relaxed mean-field stochastic control problems

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi
Systems and Control Letters, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩
Journal articles hal-01824224v1

On the relaxed mean-field stochastic control problem

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi
Stochastics and Dynamics, 2018, 18 (03), ⟨10.1142/S0219493718500247⟩
Journal articles hal-01806829v1

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