Brahim Mezerdi

Publication Activity (10 Years)

Years Active: 2001-2017
Publications (10 Years): 1

Top Topics

Karush Kuhn Tucker

Partial Information

Optimality Conditions

Stochastic Control

Top Venues

Syst. Control. Lett.

Publications

Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi
Existence and optimality conditions for relaxed mean-field stochastic control problems. Syst. Control. Lett. 102 (2017)
Khaled Bahlali, Nabil Khelfallah, Brahim Mezerdi
Optimality conditions for partial information stochastic control problems driven by Lévy processes. Syst. Control. Lett. 61 (11) (2012)
Khaled Bahlali, Boulekhrass Gherbal, Brahim Mezerdi
Existence of optimal controls for systems driven by FBSDEs. Syst. Control. Lett. 60 (5) (2011)
Farid Chighoub, Brahim Mezerdi
Near optimality conditions in stochastic control of jump diffusion processes. Syst. Control. Lett. 60 (11) (2011)
Khaled Bahlali, Nabil Khelfallah, Brahim Mezerdi
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Syst. Control. Lett. 58 (12) (2009)
Seid Bahlali, Boualem Djehiche, Brahim Mezerdi
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions. SIAM J. Control. Optim. 46 (2) (2007)
Khaled Bahlali, Brahim Mezerdi, Youssef Ouknine
Some generic properties in backward stochastic differential equations with continuous coefficient. Monte Carlo Methods Appl. 7 (1-2) (2001)