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Brahim Mezerdi
Affiliation : University of Biskra
- 40Publications (affiliation in Algeria)
- 53Total publications
- 616Citations
- 16h-index
Research profile
Brahim Mezerdi has 40 indexed publications (1996–2025). Their work appears mainly in “Systems & Control Letters”, “Random Operators and Stochastic Equations” and “International Journal of Stochastic Analysis”. Their most cited article, “Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient” (2005), has been cited 51 times. 5 of these publications date from the last three years of activity. Their work is co-authored with at least 10 researchers.
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Create my free profile Add my publicationsResearch areas
- Stochastic processes and financial applications
- Nonlinear Differential Equations Analysis
- Optimization and Variational Analysis
- Fuzzy Systems and Optimization
- Nonlinear Partial Differential Equations
Publications (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
Publication venues
- Systems & Control Letters × 5
- Random Operators and Stochastic Equations × 4
- International Journal of Stochastic Analysis × 4
- Afrika Matematika × 3
- Afrika Statistika × 3
- Stochastics and stochastics reports × 3
Publications per year
- 20251
- 20243
- 20231
- 20202
- 20191
- 20181
- 20177
- 20152
- 20144
- 20131
Collaborations
Partner institutions : University of Abou Bekr Belkaïd
Co-authors
- Nabil Khelfallah
- Farid Chighoub
- Meriem Mezerdi
- Boulakhras Gherbal
- Seïd Bahlali
- Saloua Labed
- Omar Kebiri
- Dalila Guerdouh
- Mohamed Amine Mezerdi
- Samia Yakhlef
Bibliographic data from OpenAlex (open database).
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