Mezerdi, Brahim : rechercher sur Z-Library

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1

Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient

Khaled Bahlali, Saı¨d Hamadène, Brahim Mezerdi

Journal:

Stochastic Processes and their Applications

Année:

2005

Langue:

english

Fichier:

PDF, 345 KB

english, 2005

2

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†

Bahlali, Khaled, Chighoub, Farid, Mezerdi, Brahim

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

2012

Langue:

english

Fichier:

PDF, 192 KB

english, 2012

3

Stability of McKean–Vlasov stochastic differential equations and applications

Bahlali, Khaled, Mezerdi, Mohamed Amine, Mezerdi, Brahim

Journal:

Stochastics and Dynamics

Année:

2019

Langue:

english

Fichier:

PDF, 220 KB

english, 2019

4

Existence of optimal controls for systems driven by FBSDEs

Khaled Bahlali, Boulekhrass Gherbal, Brahim Mezerdi

Journal:

Systems & Control Letters

Année:

2011

Langue:

english

Fichier:

PDF, 258 KB

english, 2011

5

Near optimality conditions in stochastic control of jump diffusion processes

Farid Chighoub, Brahim Mezerdi

Journal:

Systems & Control Letters

Année:

2011

Langue:

english

Fichier:

PDF, 311 KB

english, 2011

6

Some properties of solutions of stochastic differential equations driven by semi-martingales

BAHLALI, Khaled, MEZERDI, Brahim

Journal:

Random Operators and Stochastic Equations

Année:

2001

Langue:

english

Fichier:

PDF, 1.13 MB

english, 2001

7

Near-optimality conditions in stochastic control of linear fully coupled FBSDEs

Khelfallah, Nabil, Mezerdi, Brahim

Journal:

Afrika Matematika

Année:

2016

Langue:

english

Fichier:

PDF, 503 KB

english, 2016

8

The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions

Chighoub, Farid, Mezerdi, Brahim

Journal:

International Journal of Stochastic Analysis

Année:

2014

Langue:

english

Fichier:

PDF, 483 KB

english, 2014

9

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

Bahlali, Khaled, Mezerdi, Meriem, Mezerdi, Brahim

Journal:

Systems & Control Letters

Année:

2017

Langue:

english

Fichier:

PDF, 469 KB

english, 2017

10

Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs

Khaled Bahlali, Nabil Khelfallah, Brahim Mezerdi

Journal:

Systems & Control Letters

Année:

2009

Langue:

english

Fichier:

PDF, 1.39 MB

english, 2009

11

On the Stochastic Maximum Principle in

Khaled Bahlali, Boualem Djehiche, Brahim Mezerdi

Journal:

Applied Mathematics & Optimization

Année:

2007

Langue:

english

Fichier:

PDF, 381 KB

english, 2007

12

The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions

Bahlali, Seid, Djehiche, Boualem, Mezerdi, Brahim

Journal:

SIAM Journal on Control and Optimization

Année:

2007

Langue:

english

Fichier:

PDF, 207 KB

english, 2007

13

The maximum principle for optimal control of diffusions with non-smooth coefficients

Bahlali, Khaled, Mezerdi, Brahim, Ouknine, Youssef

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

1996

Langue:

english

Fichier:

PDF, 458 KB

english, 1996

14

Necessary conditions for optimality in relaxed stochastic control problems

Mezerdi, Brahim, Bahlali, Seid

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Année:

2002

Langue:

english

Fichier:

PDF, 187 KB

english, 2002

15

Necessary conditions for optimality for a diffusion with a non-smooth drift

Brahim, Mezerdi

Journal:

Année:

1988

Langue:

english

Fichier:

PDF, 527 KB

english, 1988

16

Optimality conditions for partial information stochastic control problems driven by Lévy processes

Bahlali, Khaled, Khelfallah, Nabil, Mezerdi, Brahim

Journal:

Systems & Control Letters

Année:

2012

Langue:

english

Fichier:

PDF, 233 KB

english, 2012

17

A stochastic maximum principle in mean-field optimal control problems for jump diffusions

Chighoub, Farid, Mezerdi, Brahim

Journal:

Arab Journal of Mathematical Sciences

Année:

2013

Langue:

english

Fichier:

PDF, 324 KB

english, 2013

18

Approximation in optimal control of diffusion processes

MEZERDI, Brahim, BAHLALI, Seid

Journal:

Random Operators and Stochastic Equations

Année:

2000

Langue:

english

Fichier:

PDF, 936 KB

english, 2000

19

Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games

Baghery, Fouzia, Khelfallah, Nabil, Mezerdi, Brahim, Turpin, Isabelle

Journal:

Random Operators and Stochastic Equations

Année:

2014

Langue:

english

Fichier:

PDF, 556 KB

english, 2014

20

A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus

Mezerdi, Brahim, Yakhlef, Samia

Journal:

Afrika Matematika

Année:

2016

Langue:

english

Fichier:

PDF, 505 KB

english, 2016

21

The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients

Chighoub, Farid, Djehiche, Boualem, Mezerdi, Brahim

Journal:

Random Operators and Stochastic Equations

Année:

2009

Langue:

english

Fichier:

PDF, 195 KB

english, 2009

22

Some generic properties in backward stochastic differential equations with continuous coefficient

Bahlali, Khaled, Mezerdi, Brahim, Ouknine, Youssef

Journal:

Monte Carlo Methods and Applications

Année:

2001

Langue:

english

Fichier:

PDF, 964 KB

english, 2001

23

Existence and optimality conditions in stochastic control of linear BSDEs

Bahlali, Khaled, Gherbal, Boulakhrass, Mezerdi, Brahim

Journal:

Random Operators and Stochastic Equations

Année:

2010

Langue:

english

Fichier:

PDF, 229 KB

english, 2010

24

A General Stochastic Maximum Principle for Singular Control Problems

Bahlali, Seid, Mezerdi, Brahim

Journal:

Electronic Journal of Probability

Année:

2005

Langue:

english

Fichier:

PDF, 131 KB

english, 2005

25

On the relaxed mean-field stochastic control problem

Bahlali, Khaled, Mezerdi, Meriem, Mezerdi, Brahim

Journal:

Stochastics and Dynamics

Année:

2017

Langue:

english

Fichier:

PDF, 276 KB

english, 2017

26

A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients

Bahlali, Khaled, Mezerdi, Brahim, Ouknine, Youssef

Journal:

Journal of Applied Mathematics and Stochastic Analysis

Année:

2002

Langue:

english

Fichier:

PDF, 1.82 MB

english, 2002

27

On the wellâposedness of coupled forwardâbackward stochastic differential equations driven by Teugels martingales

Guerdouh, Dalila, Khelfallah, Nabil, Mezerdi, Brahim

Journal:

Mathematical Methods in the Applied Sciences

Année:

2020

Fichier:

PDF, 529 KB

2020