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Author ID: mezerdi.brahim Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year