11 citations · 53 across the 16 of their papers we have counts for
3 papers · 1 filter
On the relaxed mean-field stochastic control problem
Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi
This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffus…
Existence and optimality conditions for relaxed mean-field stochastic control problems
Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi
We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We…
Existence of an Optimal Control for a coupled FBSDE with a non degenerate diffusion coefficient
Khaled Bahlali, Omar Kebiri, Brahim Mezerdi +1
We a controlled system driven by a coupled forward-backward stochastic differential equation (FBSDE) with a non degenerate diffusion matrix. The cost functional is defined by the s…