11 citations · 13 across the 6 of their papers we have counts for
7 papers
Approximation and generic properties of McKean-Vlasov stochastic equations with continuous coefficients
Mohamed Amine Mezerdi, Khaled Bahlali, Nabil Khelfallah +1
We consider various approximation properties for systems driven by a Mc Kean-Vlasov stochastic differential equations (MVSDEs) with continuous coefficients, for which pathwise uniq…
Stability of Mc Kean-Vlasov stochastic differential equations and applications
Khaled Bahlali, Mohamed Amine Mezerdi, Brahim Mezerdi
We consider Mc Kean-Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process…
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…