Edit Profile (opens in new tab) Mezerdi, Brahim Co-Author Distance Author ID: mezerdi.brahim Published as: Mezerdi, Brahim; Mezerdi, B. External Links: MGP · ORCID Documents Indexed: 40 Publications since 1988 Co-Authors: 19 Co-Authors with 39 Joint Publications 207 Co-Co-Authors all top 5 Co-Authors 1 single-authored 22 Bahlali, Khaled 7 Ouknine, Youssef 6 Chighoub, Farid 6 Khelfallah, Nabil 5 Bahlali, Seid 5 Djehiche, Boualem 3 Mezerdi, Meriem 2 Baghery, Fouzia 2 Gherbal, Boulakhras 2 Gherbal, Hanane Ben 2 Turpin, Isabelle 1 Guerdouh, Dalila 1 Hamadene, Saïd 1 Kebiri, Omar 1 Labed, Saloua 1 Mezerdi, Mohamed Amine 1 Mtiraoui, Ahmed 1 N’Zi, Modeste 1 Yakhlef, Samia all top 5 Serials 7 Random Operators and Stochastic Equations 5 Systems & Control Letters 3 Journal of Applied Mathematics and Stochastic Analysis 3 Stochastics and Stochastics Reports 3 Afrika Statistika 3 Afrika Matematika 2 Stochastics and Dynamics 2 Stochastics 1 Journal of Mathematical Analysis and Applications 1 Mathematical Methods in the Applied Sciences 1 Stochastics 1 Applied Mathematics and Optimization 1 SIAM Journal on Control and Optimization 1 Stochastic Processes and their Applications 1 Monte Carlo Methods and Applications 1 Electronic Journal of Probability 1 Arab Journal of Mathematical Sciences 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 International Journal of Stochastic Analysis all top 5 Fields 38 Probability theory and stochastic processes (60-XX) 28 Systems theory; control (93-XX) 21 Calculus of variations and optimal control; optimization (49-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 34 Publications have been cited 281 times in 178 Documents Cited by ▼ Year ▼ Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Zbl 1085.60025 Bahlali, Khaled; Hamadène, Saïd; Mezerdi, Brahim 32 2005 Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Zbl 1191.93142 Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim 23 2009 Pathwise uniqueness and approximation of solutions of stochastic differential equations. Zbl 0910.60049 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 18 1998 Existence of optimal controls for systems driven by FBSDEs. Zbl 1214.49010 Bahlali, Khaled; Gherbal, Boulekhrass; Mezerdi, Brahim 18 2011 The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063 Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim 17 2007 A general stochastic maximum principle for singular control problems. Zbl 1110.49024 Bahlali, Seid; Mezerdi, Brahim 17 2005 Near optimality conditions in stochastic control of jump diffusion processes. Zbl 1233.49013 Chighoub, Farid; Mezerdi, Brahim 14 2011 Necessary conditions for optimality for a diffusion with a non-smooth drift. Zbl 0651.93077 Mezerdi, Brahim 13 1988 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027 Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 13 2006 On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323 Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim 11 2007 Existence of optimal controls for systems governed by mean-field stochastic differential equations. Zbl 1309.93184 Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim 11 2014 Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023 Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B. 10 2009 The maximum principle for optimal control of diffusions with non-smooth coefficients. Zbl 0891.93079 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 9 1996 Stability of McKean-Vlasov stochastic differential equations and applications. Zbl 1465.60047 Bahlali, Khaled; Mezerdi, Mohamed Amine; Mezerdi, Brahim 9 2020 Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games. Zbl 1300.60073 Baghery, Fouzia; Khelfallah, Nabil; Mezerdi, Brahim; Turpin, Isabelle 7 2014 On the relaxed mean-field stochastic control problem. Zbl 1391.93293 Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim 6 2018 Weak solutions and a Yamada-Watanabe theorem for FBSDEs. Zbl 1199.60199 Bahlali, K.; Mezerdi, B.; N’zi, M.; Ouknine, Y. 6 2007 Necessary conditions for optimality in relaxed stochastic control problems. Zbl 1092.93043 Mezerdi, Brahim; Bahlali, Seid 6 2002 Existence and optimality conditions in stochastic control of linear BSDEs. Zbl 1226.49016 Bahlali, Khaled; Gherbal, Boulakhrass; Mezerdi, Brahim 5 2010 On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control. Zbl 1252.49036 Bahlali, Khaled; Chighoub, Farid; Mezerdi, Brahim 5 2012 The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131 Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim 4 2009 A stochastic maximum principle in mean-field optimal control problems for jump diffusions. Zbl 1273.93176 Chighoub, Farid; Mezerdi, Brahim 4 2013 Existence and optimality conditions for relaxed mean-field stochastic control problems. Zbl 1377.93173 Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim 3 2017 The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps. Zbl 1372.93218 Gherbal, Hanane Ben; Mezerdi, Brahim 3 2017 Optimality conditions for partial information stochastic control problems driven by Lévy processes. Zbl 1252.49037 Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim 3 2012 The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039 Chighoub, Farid; Mezerdi, Brahim 3 2014 Approximation in optimal control of diffusion processes. Zbl 0973.60069 Mezerdi, Brahim; Bahlali, Seïd 2 2000 Some generic properties in backward stochastic differential equations with continuous coefficient. Zbl 0986.60051 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 2 2001 Some properties of solutions of stochastic differential equations driven by semi-martingales. Zbl 1020.60034 Bahlali, Khaled; Mezerdi, Brahim 2 2001 Some generic properties of stochastic differential equations. Zbl 0892.60065 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 1 1996 Near-optimality conditions in stochastic control of linear fully coupled FBSDEs. Zbl 1378.93147 Khelfallah, Nabil; Mezerdi, Brahim 1 2016 On optimal control of forward-backward stochastic differential equations. Zbl 1387.93178 Baghery, Fouzia; Khelfallah, Nabil; Mezerdi, B.; Turpin, Isabelle 1 2017 A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients. Zbl 1030.60055 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 1 2002 On the well-posedness of coupled forward-backward stochastic differential equations driven by Teugels martingales. Zbl 1456.60146 Guerdouh, Dalila; Khelfallah, Nabil; Mezerdi, Brahim 1 2020 Stability of McKean-Vlasov stochastic differential equations and applications. Zbl 1465.60047 Bahlali, Khaled; Mezerdi, Mohamed Amine; Mezerdi, Brahim 9 2020 On the well-posedness of coupled forward-backward stochastic differential equations driven by Teugels martingales. Zbl 1456.60146 Guerdouh, Dalila; Khelfallah, Nabil; Mezerdi, Brahim 1 2020 On the relaxed mean-field stochastic control problem. Zbl 1391.93293 Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim 6 2018 Existence and optimality conditions for relaxed mean-field stochastic control problems. Zbl 1377.93173 Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim 3 2017 The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps. Zbl 1372.93218 Gherbal, Hanane Ben; Mezerdi, Brahim 3 2017 On optimal control of forward-backward stochastic differential equations. Zbl 1387.93178 Baghery, Fouzia; Khelfallah, Nabil; Mezerdi, B.; Turpin, Isabelle 1 2017 Near-optimality conditions in stochastic control of linear fully coupled FBSDEs. Zbl 1378.93147 Khelfallah, Nabil; Mezerdi, Brahim 1 2016 Existence of optimal controls for systems governed by mean-field stochastic differential equations. Zbl 1309.93184 Bahlali, Khaled; Mezerdi, Meriem; Mezerdi, Brahim 11 2014 Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games. Zbl 1300.60073 Baghery, Fouzia; Khelfallah, Nabil; Mezerdi, Brahim; Turpin, Isabelle 7 2014 The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions. Zbl 1297.49039 Chighoub, Farid; Mezerdi, Brahim 3 2014 A stochastic maximum principle in mean-field optimal control problems for jump diffusions. Zbl 1273.93176 Chighoub, Farid; Mezerdi, Brahim 4 2013 On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control. Zbl 1252.49036 Bahlali, Khaled; Chighoub, Farid; Mezerdi, Brahim 5 2012 Optimality conditions for partial information stochastic control problems driven by Lévy processes. Zbl 1252.49037 Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim 3 2012 Existence of optimal controls for systems driven by FBSDEs. Zbl 1214.49010 Bahlali, Khaled; Gherbal, Boulekhrass; Mezerdi, Brahim 18 2011 Near optimality conditions in stochastic control of jump diffusion processes. Zbl 1233.49013 Chighoub, Farid; Mezerdi, Brahim 14 2011 Existence and optimality conditions in stochastic control of linear BSDEs. Zbl 1226.49016 Bahlali, Khaled; Gherbal, Boulakhrass; Mezerdi, Brahim 5 2010 Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs. Zbl 1191.93142 Bahlali, Khaled; Khelfallah, Nabil; Mezerdi, Brahim 23 2009 Optimality necessary conditions in singular stochastic control problems with nonsmooth data. Zbl 1163.49023 Bahlali, K.; Chighoub, F.; Djehiche, B.; Mezerdi, B. 10 2009 The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients. Zbl 1224.93131 Chighoub, Farid; Djehiche, Boualem; Mezerdi, Brahim 4 2009 The relaxed stochastic maximum principle in singular optimal control of diffusions. Zbl 1141.93063 Bahlali, Seid; Djehiche, Boualem; Mezerdi, Brahim 17 2007 On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients. Zbl 1135.60323 Bahlali, Khaled; Djehiche, Boualem; Mezerdi, Brahim 11 2007 Weak solutions and a Yamada-Watanabe theorem for FBSDEs. Zbl 1199.60199 Bahlali, K.; Mezerdi, B.; N’zi, M.; Ouknine, Y. 6 2007 Approximation and optimality necessary conditions in relaxed stochastic control problems. Zbl 1119.49027 Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem 13 2006 Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient. Zbl 1085.60025 Bahlali, Khaled; Hamadène, Saïd; Mezerdi, Brahim 32 2005 A general stochastic maximum principle for singular control problems. Zbl 1110.49024 Bahlali, Seid; Mezerdi, Brahim 17 2005 Necessary conditions for optimality in relaxed stochastic control problems. Zbl 1092.93043 Mezerdi, Brahim; Bahlali, Seid 6 2002 A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients. Zbl 1030.60055 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 1 2002 Some generic properties in backward stochastic differential equations with continuous coefficient. Zbl 0986.60051 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 2 2001 Some properties of solutions of stochastic differential equations driven by semi-martingales. Zbl 1020.60034 Bahlali, Khaled; Mezerdi, Brahim 2 2001 Approximation in optimal control of diffusion processes. Zbl 0973.60069 Mezerdi, Brahim; Bahlali, Seïd 2 2000 Pathwise uniqueness and approximation of solutions of stochastic differential equations. Zbl 0910.60049 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 18 1998 The maximum principle for optimal control of diffusions with non-smooth coefficients. Zbl 0891.93079 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 9 1996 Some generic properties of stochastic differential equations. Zbl 0892.60065 Bahlali, Khaled; Mezerdi, Brahim; Ouknine, Youssef 1 1996 Necessary conditions for optimality for a diffusion with a non-smooth drift. Zbl 0651.93077 Mezerdi, Brahim 13 1988 all cited Publications top 5 cited Publications all top 5 Cited by 207 Authors 18 Mezerdi, Brahim 17 Bahlali, Khaled 11 Ouknine, Youssef 8 Khelfallah, Nabil 7 Wu, Zhen 6 Chighoub, Farid 6 Djehiche, Boualem 6 Hamadene, Saïd 6 Hassani, Mohammed 5 Abbas, Syed 5 El Otmani, Mohamed 5 Elbarrimi, Oussama 5 Essaky, El Hassan 5 Hafayed, Mokhtar 5 Kebiri, Omar 5 Menoukeu Pamen, Olivier 5 Veverka, Petr 5 Wang, Xiangrong 4 Gherbal, Boulakhras 4 Huang, Hong 4 Mezerdi, Mohamed Amine 4 Zhang, Liangquan 3 Al-Hussein, Abdulrahman 3 Andersson, Daniel 3 Averboukh, Yuriĭ Vladimirovich 3 Chala, Adel 3 Deepa, R. Acharya 3 Ekström, Erik 3 Fan, Shengjun 3 Marzougue, Mohamed 3 Moon, Jun-Hee 3 Redjil, Amel 3 Tang, Maoning 3 Tangpi, Ludovic 3 Xu, Liping 3 Zhang, Feng 2 Amami, Rim 2 Bouggar, Driss 2 Chen, Yinggu 2 El Fatini, Mohamed 2 Gherbal, Hanane Ben 2 Huang, Jianhui 2 Ji, Shaolin 2 Jiang, Long 2 Li, Ruijing 2 Li, Xun 2 Li, Zhi 2 Meng, Qingxin 2 Mezerdi, Meriem 2 Mtiraoui, Ahmed 2 Orrieri, Carlo 2 Ren, Yong 2 Sekkak, Idriss 2 Shi, Jingtao 2 Tysk, Johan 2 Wang, Hao 2 Zhu, Yuanguo 1 Abdallah, Roubi 1 Agram, Nacira 1 Al Motairi, Hessah 1 An, Lifen 1 Azizi, Hanine 1 Baadi, Brahim 1 Baghery, Fouzia 1 Bahlali, Seid 1 Bao, Jianhai 1 Bayraktar, Erhan 1 Berrouis, Nassima 1 Bo, Lijun 1 Boubakeur, Labed 1 Bouchemella, Nadira 1 Boufoussi, Brahim 1 Bougherara, S. 1 Boutabia, Hacène 1 Buckdahn, Rainer 1 Campi, Luciano 1 Capponi, Agostino 1 Carmona, Philippe 1 Chassagneux, Jean-François 1 Chen, Yuefen 1 Cheng, Xianjin 1 Choutri, Salah Eddine 1 Christara, Christina C. 1 Cohen, Samuel N. 1 Dang, Duy Minh 1 Dareiotis, Konstantinos Anastasios 1 Darouichi, Aziz 1 de Bouard, Anne 1 Di Nunno, Giulia 1 Djete, Mao Fabrice 1 Dufour, François 1 Eddahbi, M’hamed 1 El Asri, Brahim 1 El Hichamy, Imane 1 Elgroud, Nabil 1 Elmouki, Ilias 1 Fan, Xiliang 1 Filipović, Damir 1 Fu, Guanxing 1 Gashi, Bujar ...and 107 more Authors all top 5 Cited in 77 Serials 10 Systems & Control Letters 10 Stochastic Processes and their Applications 9 Random Operators and Stochastic Equations 7 Journal of Mathematical Analysis and Applications 7 Applied Mathematics and Optimization 7 Stochastics and Dynamics 6 Stochastics 5 Journal of Optimization Theory and Applications 5 Stochastic Analysis and Applications 5 Mathematical Problems in Engineering 4 Statistics & Probability Letters 4 Journal of Systems Science and Complexity 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 International Journal of Control 3 Automatica 3 Journal of Computational and Applied Mathematics 3 SIAM Journal on Control and Optimization 3 Optimal Control Applications & Methods 3 Bulletin des Sciences Mathématiques 3 Electronic Journal of Probability 3 Journal of Dynamical and Control Systems 3 Afrika Matematika 3 Communications in Mathematics and Statistics 2 Applied Mathematics and Computation 2 Mathematics of Operations Research 2 Journal of Theoretical Probability 2 Journal of Applied Mathematics and Stochastic Analysis 2 Discrete and Continuous Dynamical Systems 2 Finance and Stochastics 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Abstract and Applied Analysis 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 S\(\vec{\text{e}}\)MA Journal 1 Advances in Applied Probability 1 Mathematical Methods in the Applied Sciences 1 Theory of Probability and its Applications 1 Journal of Differential Equations 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerical Functional Analysis and Optimization 1 Bulletin of the Korean Mathematical Society 1 Probability Theory and Related Fields 1 The Annals of Applied Probability 1 Applications of Mathematics 1 Communications in Statistics. Theory and Methods 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 SIAM Journal on Scientific Computing 1 The Journal of Analysis 1 NoDEA. Nonlinear Differential Equations and Applications 1 Electronic Communications in Probability 1 Bernoulli 1 Arab Journal of Mathematical Sciences 1 Differential Equations and Dynamical Systems 1 Mathematical Methods of Operations Research 1 Communications in Nonlinear Science and Numerical Simulation 1 Nonlinear Analysis. Real World Applications 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Applied Mathematics and Computing 1 Fuzzy Optimization and Decision Making 1 Advances in Difference Equations 1 Journal of Industrial and Management Optimization 1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 1 Optimization Letters 1 Mathematical Modelling of Natural Phenomena 1 Set-Valued and Variational Analysis 1 Science China. Mathematics 1 International Journal of Stochastic Analysis 1 Asian Journal of Control 1 Dynamic Games and Applications 1 Numerical Algebra, Control and Optimization 1 Mathematical Control and Related Fields 1 ISRN Applied Mathematics 1 Palestine Journal of Mathematics 1 Modern Stochastics. Theory and Applications 1 Graduate Journal of Mathematics 1 Advances in Continuous and Discrete Models all top 5 Cited in 18 Fields 147 Probability theory and stochastic processes (60-XX) 100 Systems theory; control (93-XX) 81 Calculus of variations and optimal control; optimization (49-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Partial differential equations (35-XX) 10 Numerical analysis (65-XX) 7 Ordinary differential equations (34-XX) 5 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Measure and integration (28-XX) 2 Integral equations (45-XX) 2 General topology (54-XX) 2 Statistics (62-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year