The following pages link to Brahim Mezerdi (Q375181):
Displaying 41 items.
- A stochastic maximum principle in mean-field optimal control problems for jump diffusions (Q375182) (← links)
- Existence of optimal controls for systems governed by mean-field stochastic differential equations (Q485969) (← links)
- The maximum principle in optimal control of systems driven by martingale measures (Q527114) (← links)
- Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
- Near optimality conditions in stochastic control of jump diffusion processes (Q647642) (← links)
- Optimality conditions for partial information stochastic control problems driven by Lévy processes (Q694793) (← links)
- Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games (Q742069) (← links)
- A general stochastic maximum principle for singular control problems (Q850370) (← links)
- Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs (Q976185) (← links)
- Approximation and optimality necessary conditions in relaxed stochastic control problems (Q995846) (← links)
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data (Q1022953) (← links)
- A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients (Q1394562) (← links)
- Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- (Q1774438) (redirect page) (← links)
- Prevalence of backward stochastic differential equations with unique solution (Q1774439) (← links)
- Existence and optimality conditions for relaxed mean-field stochastic control problems (Q2407896) (← links)
- The relaxed stochastic maximum principle in optimal control of diffusions with controlled jumps (Q2408323) (← links)
- The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions (Q2444215) (← links)
- On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients (Q2480787) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Approximation in optimal control of diffusion processes (Q2722268) (← links)
- Some generic properties in backward stochastic differential equations with continuous coefficient (Q2724974) (← links)
- The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients (Q3077685) (← links)
- Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219) (← links)
- Necessary conditions for optimality for a diffusion with a non-smooth drift (Q3797083) (← links)
- (Q4213420) (← links)
- Some generic properties of stochastic differential equations (Q4364127) (← links)
- The maximum principle for optimal control of diffusions with non-smooth coefficients (Q4364130) (← links)
- Some properties of solutions of stochastic differential equations driven by semi-martingales (Q4416150) (← links)
- On the relaxed mean-field stochastic control problem (Q4642385) (← links)
- On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control<sup>†</sup> (Q4648585) (← links)
- Necessary conditions for optimality in relaxed stochastic control problems (Q4799380) (← links)
- Some LP local estimates related to the solutions of stochastic differential equations and application to stochastic flows (Q4884652) (← links)
- Stability of McKean–Vlasov stochastic differential equations and applications (Q4959708) (← links)
- Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient (Q5086449) (← links)
- On the well‐posedness of coupled forward–backward stochastic differential equations driven by Teugels martingales (Q5143520) (← links)
- Weak solutions and a Yamada–Watanabe theorem for FBSDEs (Q5324841) (← links)
- The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions (Q5453571) (← links)
- The relaxed stochastic maximum principle in singular optimal control of jump diffusions (Q6178663) (← links)
