Concepedia

Brahim Mezerdi

BM

16

Publications

399

Citations

13

H-Index

1988

Active since

Affiliations

University of Biskra(Current)

KTH Royal Institute of Technology

Centre National de la Recherche Scientifique

Centre d’Immunologie de Marseille-Luminy

Ider University

Brahim Mezerdi is an author at University of Biskra specializing in engineering, stochastic calculus, and stochastic analysis.

Top concepts

EngineeringStochastic AnalysisStochastic CalculusSystems EngineeringStochastic ProcessesMathematical ProgrammingProbabilityJump DiffusionsProcess ControlDynamic Programming

Publications per year

1988–2017

16

Publications

16

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

Khaled Bahlali, Saı ̈d Hamadène, Brahim Mezerdi · Stochastic Processes and their Applications · 2005 · 50 citations

Stochastic System, Stochastic Calculus, Stochastic Dynamical System +4

A General Stochastic Maximum Principle for Singular Control Problems

Seïd Bahlali, Brahim Mezerdi · Electronic Journal of Probability · 2005 · 41 citations · Full text

Mathematical Programming, Stochastic Hybrid System, Mathematical Control Theory +8

The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions

Seïd Bahlali, Boualem Djehiche, Brahim Mezerdi · SIAM Journal on Control and Optimization · 2007 · 40 citations

Approximation and optimality necessary conditions in relaxed stochastic control problems

Seïd Bahlali, Brahim Mezerdi, Boualem Djehiche · International Journal of Stochastic Analysis · 2006 · 39 citations · Full text

Engineering, Diffusion Processes, Stochastic Processes +15

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

Khaled Bahlali, Nabil Khelfallah, Brahim Mezerdi · Systems & Control Letters · 2009 · 33 citations

Stochastic System, Stochastic Dynamical System, Sufficient Conditions +2

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