Brahim Mezerdi

Available identifiers

zbMath Open mezerdi.brahimMaRDI QIDQ375181

List of research outcomes

Publication	Date of Publication	Type
The relaxed stochastic maximum principle in singular optimal control of jump diffusions	2024-01-16	Paper
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient	2022-07-05	Paper
On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales	2021-01-12	Paper
Stability of McKean–Vlasov stochastic differential equations and applications	2020-04-07	Paper
On the relaxed mean-field stochastic control problem	2018-05-23	Paper
On optimal control of forward-backward stochastic differential equations	2018-02-01	Paper
Near-optimality conditions in stochastic control of linear fully coupled FBSDEs	2018-01-17	Paper
A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus	2018-01-17	Paper
The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps	2017-10-12	Paper
Existence and optimality conditions for relaxed mean-field stochastic control problems	2017-10-06	Paper
The maximum principle in optimal control of systems driven by martingale measures	2017-05-16	Paper
Existence of optimal controls for systems governed by mean-field stochastic differential equations	2015-01-14	Paper
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games	2014-09-17	Paper
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions	2014-04-09	Paper
A stochastic maximum principle in mean-field optimal control problems for jump diffusions	2013-10-28	Paper
Optimality conditions for partial information stochastic control problems driven by Lévy processes	2012-12-13	Paper
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control†	2012-11-09	Paper
Existence and optimality conditions in stochastic control of linear BSDEs	2011-11-26	Paper
Near optimality conditions in stochastic control of jump diffusion processes	2011-11-24	Paper
Existence of optimal controls for systems driven by FBSDEs	2011-05-31	Paper
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients	2011-02-22	Paper
Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs	2010-06-17	Paper
Weak solutions and a Yamada–Watanabe theorem for FBSDEs	2009-08-08	Paper
Optimality necessary conditions in singular stochastic control problems with nonsmooth data	2009-06-10	Paper
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients	2008-04-03	Paper
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions	2008-04-03	Paper
Approximation and optimality necessary conditions in relaxed stochastic control problems	2007-09-10	Paper
A general stochastic maximum principle for singular control problems	2006-11-03	Paper
Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient	2005-08-05	Paper
Prevalence of backward stochastic differential equations with unique solution	2005-05-09	Paper
A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients	2004-02-08	Paper
Some properties of solutions of stochastic differential equations driven by semi-martingales	2003-08-07	Paper
Necessary conditions for optimality in relaxed stochastic control problems	2002-01-01	Paper
Some generic properties in backward stochastic differential equations with continuous coefficient	2001-07-12	Paper
Approximation in optimal control of diffusion processes	2001-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q4213420	1999-04-19	Paper
Some generic properties of stochastic differential equations	1998-08-09	Paper
The maximum principle for optimal control of diffusions with non-smooth coefficients	1998-07-12	Paper
Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows	1996-11-07	Paper
Necessary conditions for optimality for a diffusion with a non-smooth drift	1988-01-01	Paper

Research outcomes over time

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