11 citations · 11 across the 1 of their papers we have counts for
2 papers
math.OC2017
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…
math.OC2017★ 11 cited
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…