11 citations · 13 across the 4 of their papers we have counts for
5 papers
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…
On the solvability of forward-backward stochastic differential equations driven by Teugels Martingales
Dalila Guerdouh, Nabil Khelfallah, Brahim Mezerdi
We deal with a class of fully coupled forward-backward stochastic differential equations (FBSDE for short), driven by Teugels martingales associated with some Lévy process. Under s…
On optimal control of forward backward stochastic differential equations
Fouzia Baghery, Nabil Khelfallah, Brahim Mezerdi +1
We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal…