الرئيسية › دليل الباحثين › Brahim Mezerdi
Brahim Mezerdi
الانتماء : University of Biskra
- 40منشورات (انتماء جزائري)
- 53مجموع المنشورات
- 616الاستشهادات
- 16مؤشر h
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إنشاء ملفي المجاني إضافة منشوراتيمجالات البحث
- Stochastic processes and financial applications
- Nonlinear Differential Equations Analysis
- Optimization and Variational Analysis
- Fuzzy Systems and Optimization
- Nonlinear Partial Differential Equations
المنشورات (40)
- Generic Properties of McKean–Vlasov Stochastic Differential Equations
- On the maximum principle for relaxed control problems of nonlinear stochastic systems
- Weak solutions to coupled quadratic forward backward stochastic differential equations and Sobolev solutions to their related partial differential equations
- On optimal control of coupled mean-field forward-backward stochastic equations
- The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Jump Diffusions
- On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales
- Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients
- Stability of McKean–Vlasov stochastic differential equations and applications
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
- On the relaxed mean-field stochastic control problem
- Existence and optimality conditions for relaxed mean-field stochastic control problems
- On optimal control of forward–backward stochastic differential equations
- The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps
- The maximum principle in optimal control of systems driven by martingale measures
- On the solvability of forward-backward stochastic differential equations driven by Teugels Martingales
- On optimal control of forward backward stochastic differential equations
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs
- Existence of optimal controls for systems governed by mean-field stochastic differential equations
- Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
- The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions
- Existence of optimal controls for systems governed by mean-field stochastic differential equations
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions
- Optimality conditions for partial information stochastic control problems driven by Lévy processes
- Existence of optimal controls for systems driven by FBSDEs
- Near optimality conditions in stochastic control of jump diffusion processes
- On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†
- Existence and optimality conditions in stochastic control of linear BSDEs
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
- On the Stochastic Maximum Principle in Optimal Control of Degenerate Diffusions with Lipschitz Coefficients
- Approximation and optimality necessary conditions in relaxed stochastic control problems
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
- Prevalence of backward stochastic differential equations with unique solution
- Necessary conditions for optimality in relaxed stochastic control problems
- A Haussmann‐Clark‐Ocone formula for functionals of diffusionprocesses with Lipschitz coefficients
- Pathwise uniqueness and approximation of solutions of stochastic differential equations
- The maximum principle for optimal control of diffusions with non-smooth coefficients
- Some generic properties of stochastic differential equations
المؤلفون المشاركون
- Nabil Khelfallah
- Farid Chighoub
- Meriem Mezerdi
- Boulakhras Gherbal
- Seïd Bahlali
- Saloua Labed
- Omar Kebiri
- Dalila Guerdouh
- Mohamed Amine Mezerdi
- Samia Yakhlef
البيانات البيبليوغرافية مصدرها OpenAlex (قاعدة مفتوحة).
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