Seïd Bahlali

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stochastic controls of relaxed-singular problems
Random Operators and Stochastic Equations
2014-03-17Paper
A general optimality conditions for stochastic control problems of jump diffusions
Applied Mathematics and Optimization
2012-07-10Paper
Optimality conditions of controlled backward doubly stochastic differential equations
Random Operators and Stochastic Equations
2011-11-26Paper
Stochastic controls of backward systems
Random Operators and Stochastic Equations
2011-11-26Paper
Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems
Theory of Probability & Its Applications
2011-08-16Paper
Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
SIAM Journal on Control and Optimization
2009-07-22Paper
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions
SIAM Journal on Control and Optimization
2008-04-03Paper
Stochastic maximum principle for optimal control problem of backward systems with terminal condition in L1
 
2008-01-30Paper
The strict and relaxed stochastic maximum principle for optimal control problem of backward systems
 
2008-01-30Paper
A general necessary and sufficient optimality conditions for singular control problems
 
2008-01-28Paper
A general stochastic maximum principle for optimal control problems of forward-backward systems
 
2008-01-28Paper
Approximation and optimality necessary conditions in relaxed stochastic control problems
Journal of Applied Mathematics and Stochastic Analysis
2007-09-10Paper
Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs
Random Operators and Stochastic Equations
2007-05-29Paper
A general stochastic maximum principle for singular control problems
Electronic Journal of Probability
2006-11-03Paper
The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients
 
2006-05-24Paper
Necessary conditions for optimality in relaxed stochastic control problems
Stochastics and Stochastic Reports
2002-01-01Paper
Approximation in optimal control of diffusion processes
Random Operators and Stochastic Equations
2001-07-11Paper


Research outcomes over time


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