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Brahim Mezerdi · Study

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Brahim Mezerdi

8 works· latest 2019· 2 institutionscluster: provisionalORCID 0000-0002-7512-9728

h-index8

i108

Citations318

Works here8

98

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Most cited in this library

Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient2005 · 51 citations
Stability of McKean–Vlasov stochastic differential equations and applications2019 · 44 citations
A General Stochastic Maximum Principle for Singular Control Problems2005 · 42 citations
The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions2007 · 41 citations
Approximation and optimality necessary conditions in relaxed stochastic control problems2006 · 40 citations

Works

8 shown

Stability of McKean–Vlasov stochastic differential equations and applications

Stochastics and Dynamics·2019·3 authors·Open access

44citations

Existence of optimal controls for systems driven by FBSDEs

Systems & Control Letters·2011·3 authors

30citations

Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs

Systems & Control Letters·2009·3 authors

34citations

The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions

SIAM Journal on Control and Optimization·2007·3 authors

41citations

Approximation and optimality necessary conditions in relaxed stochastic control problems

International Journal of Stochastic Analysis·2006·3 authors·Open access

40citations

Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient

Stochastic Processes and their Applications·2005·3 authors·Open access

51citations

A General Stochastic Maximum Principle for Singular Control Problems

Electronic Journal of Probability·2005·2 authors·Open access

42citations

Pathwise uniqueness and approximation of solutions of stochastic differential equations

Lecture notes in mathematics·1998·3 authors·chapter

36citations