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Mezerdi, Brahim

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Author ID: mezerdi.brahim Recent zbMATH articles by "Mezerdi, Brahim"
Published as: Mezerdi, B.; Mezerdi, Brahim
External Links: MGP · ORCID
Documents Indexed: 38 Publications since 1988

Publications by Year

Citations contained in zbMATH Open

29 Publications have been cited 207 times in 134 Documents Cited by Year
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Zbl 1085.60025
Bahlali, Khaled; Hamadène, Saïd; Mezerdi, Brahim
24
2005
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Zbl 1191.93142
Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim
19
2009
Existence of optimal controls for systems driven by FBSDEs. Zbl 1214.49010
Bahlali, Khaled; Gherbal, Boulekhrass; Mezerdi, Brahim
16
2011
A general stochastic maximum principle for singular control problems. Zbl 1110.49024
Bahlali, Seid; Mezerdi, Brahim
15
2005
Near optimality conditions in stochastic control of jump diffusion processes. Zbl 1233.49013
Chighoub, Farid; Mezerdi, Brahim
13
2011
Pathwise uniqueness and approximation of solutions of stochastic differential equations. Zbl 0910.60049
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
13
1998
The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063
Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim
12
2007
Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem
9
2006
Necessary conditions for optimality for a diffusion with a non-smooth drift. Zbl 0651.93077
Mezerdi, Brahim
9
1988
Existence of optimal controls for systems governed by mean-field stochastic differential equations. Zbl 1309.93184
Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim
8
2014
Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023
Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B.
8
2009
The maximum principle for optimal control of diffusions with non-smooth coefficients. Zbl 0891.93079
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
8
1996
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games. Zbl 1300.60073
Baghery, Fouzia; Khelfallah, Nabil; Mezerdi, Brahim; Turpin, Isabelle
7
2014
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323
Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim
7
2007
Existence and optimality conditions in stochastic control of linear BSDEs. Zbl 1226.49016
Bahlali, Khaled; Gherbal, Boulakhrass; Mezerdi, Brahim
5
2010
Weak solutions and a Yamada-Watanabe theorem for FBSDEs. Zbl 1199.60199
Bahlali, K.; Mezerdi, B.; N’zi, M.; Ouknine, Y.
5
2007
Necessary conditions for optimality in relaxed stochastic control problems. Zbl 1092.93043
Mezerdi, Brahim; Bahlali, Seid
5
2002
A stochastic maximum principle in mean-field optimal control problems for jump diffusions. Zbl 1273.93176
Chighoub, Farid; Mezerdi, Brahim
3
2013
Optimality conditions for partial information stochastic control problems driven by Lévy processes. Zbl 1252.49037
Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim
3
2012
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control. Zbl 1252.49036
Bahlali, Khaled; Chighoub, Farid; Mezerdi, Brahim
3
2012
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131
Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim
3
2009
On the relaxed mean-field stochastic control problem. Zbl 1391.93293
Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim
2
2018
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039
Chighoub, Farid; Mezerdi, Brahim
2
2014
Some generic properties in backward stochastic differential equations with continuous coefficient. Zbl 0986.60051
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
2
2001
Approximation in optimal control of diffusion processes. Zbl 0973.60069
Mezerdi, Brahim; Bahlali, Seïd
2
2000
Stability of McKean-Vlasov stochastic differential equations and applications. Zbl 07186898
Bahlali, Khaled; Mezerdi, Mohamed Amine; Mezerdi, Brahim
1
2020
Existence and optimality conditions for relaxed mean-field stochastic control problems. Zbl 1377.93173
Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim
1
2017
A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients. Zbl 1030.60055
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
1
2002
Some generic properties of stochastic differential equations. Zbl 0892.60065
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
1
1996
Stability of McKean-Vlasov stochastic differential equations and applications. Zbl 07186898
Bahlali, Khaled; Mezerdi, Mohamed Amine; Mezerdi, Brahim
1
2020
On the relaxed mean-field stochastic control problem. Zbl 1391.93293
Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim
2
2018
Existence and optimality conditions for relaxed mean-field stochastic control problems. Zbl 1377.93173
Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim
1
2017
Existence of optimal controls for systems governed by mean-field stochastic differential equations. Zbl 1309.93184
Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim
8
2014
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games. Zbl 1300.60073
Baghery, Fouzia; Khelfallah, Nabil; Mezerdi, Brahim; Turpin, Isabelle
7
2014
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039
Chighoub, Farid; Mezerdi, Brahim
2
2014
A stochastic maximum principle in mean-field optimal control problems for jump diffusions. Zbl 1273.93176
Chighoub, Farid; Mezerdi, Brahim
3
2013
Optimality conditions for partial information stochastic control problems driven by Lévy processes. Zbl 1252.49037
Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim
3
2012
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control. Zbl 1252.49036
Bahlali, Khaled; Chighoub, Farid; Mezerdi, Brahim
3
2012
Existence of optimal controls for systems driven by FBSDEs. Zbl 1214.49010
Bahlali, Khaled; Gherbal, Boulekhrass; Mezerdi, Brahim
16
2011
Near optimality conditions in stochastic control of jump diffusion processes. Zbl 1233.49013
Chighoub, Farid; Mezerdi, Brahim
13
2011
Existence and optimality conditions in stochastic control of linear BSDEs. Zbl 1226.49016
Bahlali, Khaled; Gherbal, Boulakhrass; Mezerdi, Brahim
5
2010
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Zbl 1191.93142
Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim
19
2009
Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023
Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B.
8
2009
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131
Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim
3
2009
The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063
Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim
12
2007
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323
Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim
7
2007
Weak solutions and a Yamada-Watanabe theorem for FBSDEs. Zbl 1199.60199
Bahlali, K.; Mezerdi, B.; N’zi, M.; Ouknine, Y.
5
2007
Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem
9
2006
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Zbl 1085.60025
Bahlali, Khaled; Hamadène, Saïd; Mezerdi, Brahim
24
2005
A general stochastic maximum principle for singular control problems. Zbl 1110.49024
Bahlali, Seid; Mezerdi, Brahim
15
2005
Necessary conditions for optimality in relaxed stochastic control problems. Zbl 1092.93043
Mezerdi, Brahim; Bahlali, Seid
5
2002
A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients. Zbl 1030.60055
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
1
2002
Some generic properties in backward stochastic differential equations with continuous coefficient. Zbl 0986.60051
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
2
2001
Approximation in optimal control of diffusion processes. Zbl 0973.60069
Mezerdi, Brahim; Bahlali, Seïd
2
2000
Pathwise uniqueness and approximation of solutions of stochastic differential equations. Zbl 0910.60049
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
13
1998
The maximum principle for optimal control of diffusions with non-smooth coefficients. Zbl 0891.93079
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
8
1996
Some generic properties of stochastic differential equations. Zbl 0892.60065
Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef
1
1996
Necessary conditions for optimality for a diffusion with a non-smooth drift. Zbl 0651.93077
Mezerdi, Brahim
9
1988
all top 5

Cited by 152 Authors

17 Mezerdi, Brahim
14 Bahlali, Khaled
9 Ouknine, Youssef
8 Khelfallah, Nabil
6 Chighoub, Farid
6 Djehiche, Boualem
5 Abbas, Syed
5 Hafayed, Mokhtar
5 Hamadene, Saïd
5 Hassani, Mohammed
5 Veverka, Petr
5 Wu, Zhen
4 El Otmani, Mohamed
4 Essaky, El Hassan
4 Gherbal, Boulakhras
4 Huang, Hong
4 Wang, Xiangrong
4 Zhang, Liangquan
3 Al-Hussein, Abdulrahman
3 Andersson, Daniel
3 Averboukh, Yuriĭ Vladimirovich
3 Chala, Adel
3 Deepa, R. Acharya
3 Ekström, Erik
3 Menoukeu Pamen, Olivier
3 Muthukumar, Palanisamy
3 Tang, Maoning
3 Zhang, Feng
2 Amami, Rim
2 Elbarrimi, Oussama
2 Fan, Shengjun
2 Huang, Jianhui
2 Jiang, Long
2 Kebiri, Omar
2 Li, Ruijing
2 Li, Xun
2 Marzougue, Mohamed
2 Meng, Qingxin
2 Mezerdi, Meriem
2 Mezerdi, Mohamed Amine
2 Orrieri, Carlo
2 Ren, Yong
2 Shi, Jingtao
2 Tysk, Johan
2 Zhu, Yuanguo
1 Aboulaich, Rajae
1 Agram, Nacira
1 Al Motairi, Hessah
1 Baghery, Fouzia
1 Bahlali, Seid
1 Bayraktar, Erhan
1 Berrouis, Nassima
1 Bouchemella, Nadira
1 Bougherara, S.
1 Buckdahn, Rainer
1 Carmona, Philippe
1 Chassagneux, Jean-François
1 Chen, Yuefen
1 Choutri, Salah Eddine
1 Christara, Christina C.
1 Dang, Duy Minh
1 Dareiotis, Konstantinos Anastasios
1 Darouichi, Aziz
1 de Bouard, Anne
1 Dufour, Françoise
1 Eddahbi, M’hamed
1 El Asri, Brahim
1 Elmouki, Ilias
1 Fan, Xiliang
1 Filipović, Damir
1 Gashi, Bujar
1 Ge, Xintong
1 Govindan, T. E.
1 Grigorova, Miryana
1 Guerdouh, Dalila
1 Harraj, Najoua
1 Hausenblas, Erika
1 Hdhiri, Ibtissam
1 Hou, Ting
1 Hu, Chaozhu
1 Imkeller, Peter
1 Jakubowski, Adam
1 Jamali, Mohamed El
1 Ji, Shaolin
1 Joshi, Mohan C.
1 Jraifi, Abdelilah
1 Kiiski, Matti
1 Klimsiak, Tomasz
1 Konlack Socgnia, Virginie
1 Lacker, Daniel
1 Łaukajtys, Weronika
1 Leung, Nat Chun-Ho
1 Li, Jiajie
1 Li, Juan
1 Li, Min
1 Li, Min
1 Li, Ying
1 Lin, Qian
1 Liu, Bin
1 Liu, Meijuan
...and 52 more Authors
all top 5

Cited in 63 Serials

9 Systems & Control Letters
7 Stochastic Processes and their Applications
6 Journal of Mathematical Analysis and Applications
6 Applied Mathematics and Optimization
5 Random Operators and Stochastic Equations
5 Mathematical Problems in Engineering
5 Stochastics and Dynamics
4 Journal of Optimization Theory and Applications
4 Statistics & Probability Letters
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Stochastics
3 International Journal of Control
3 Automatica
3 Journal of Computational and Applied Mathematics
3 Bulletin des Sciences Mathématiques
3 Journal of Systems Science and Complexity
3 Afrika Matematika
3 Communications in Mathematics and Statistics
2 Applied Mathematics and Computation
2 Stochastic Analysis and Applications
2 Journal of Applied Mathematics and Stochastic Analysis
2 Finance and Stochastics
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Abstract and Applied Analysis
2 Journal of Dynamical and Control Systems
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Advances in Applied Probability
1 Journal of Differential Equations
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Numerical Functional Analysis and Optimization
1 SIAM Journal on Control and Optimization
1 Bulletin of the Korean Mathematical Society
1 Probability Theory and Related Fields
1 Journal of Theoretical Probability
1 The Annals of Applied Probability
1 Applications of Mathematics
1 SIAM Journal on Mathematical Analysis
1 SIAM Journal on Scientific Computing
1 The Journal of Analysis
1 NoDEA. Nonlinear Differential Equations and Applications
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 Arab Journal of Mathematical Sciences
1 Differential Equations and Dynamical Systems
1 Mathematical Methods of Operations Research
1 Nonlinear Analysis. Real World Applications
1 Journal of Applied Mathematics and Computing
1 Fuzzy Optimization and Decision Making
1 Advances in Difference Equations
1 Journal of Industrial and Management Optimization
1 Optimization Letters
1 Mathematical Modelling of Natural Phenomena
1 Set-Valued and Variational Analysis
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Asian Journal of Control
1 Dynamic Games and Applications
1 Mathematical Control and Related Fields
1 S\(\vec{\text{e}}\)MA Journal
1 ISRN Applied Mathematics
1 Modern Stochastics. Theory and Applications

Citations by Year