Stability of McKean–Vlasov stochastic differential equations and applications

K Bahlali, MA Mezerdi, B Mezerdi - Stochastics and Dynamics, 2020 - World Scientific
We consider McKean–Vlasov stochastic differential equations (MVSDEs), which are SDEs
where the drift and diffusion coefficients depend not only on the state of the unknown …

Existence of optimal controls for systems governed by mean-field stochastic differential equations

K Bahlali, M Mezerdiz, B Mezerdi - Afrika Statistika, 2014 - ajol.info
In this paper, we study the existence of an optimal control for systems, governed by
stochastic dierential equations of mean-eld type. For non linear systems, we prove the …

Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls

NU Ahmed, CD Charalambous - SIAM Journal on Control and Optimization, 2013 - SIAM
In this paper, we consider nonconvex control problems of stochastic differential equations
driven by relaxed controls adapted, in the weak star sense, to a current of sigma algebras …

Necessary and sufficient optimality conditions for relaxed and strict control problems

S Bahlali - SIAM journal on control and optimization, 2008 - SIAM
We consider a stochastic control problem where the set of strict (classical) controls is not
necessarily convex, and the system is governed by a nonlinear stochastic differential …

On the relaxed mean-field stochastic control problem

K Bahlali, M Mezerdi, B Mezerdi - Stochastics and Dynamics, 2018 - World Scientific
This paper is concerned with optimal control problems for systems governed by mean-field
stochastic differential equation, in which the control enters both the drift and the diffusion …

N-Player games and mean-field games with smooth dependence on past absorptions

L Campi, M Ghio, G Livieri - Annales de l'Institut Henri Poincare (B …, 2021 - projecteuclid.org
Mean-field games with absorption is a class of games that has been introduced in (Ann.
Appl. Probab. 28 (2018) 2188–2242) and that can be viewed as natural limits of symmetric …

Existence and optimality conditions for relaxed mean-field stochastic control problems

K Bahlali, M Mezerdi, B Mezerdi - Systems & Control Letters, 2017 - Elsevier
We consider optimal control problems for systems governed by mean-field stochastic
differential equations, where the control enters both the drift and the diffusion coefficient. We …

The stochastic maximum principle for relaxed control problem with regime-switching

Y Chen, T Nie, Z Wu - Systems & Control Letters, 2022 - Elsevier
We study a stochastic relaxed control problem with regime-switching, in which the control
enters both the drift and the diffusion coefficients. The goal is to establish the stochastic …

[PDF][PDF] On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion

A Redjil, SE Choutri - arxiv preprint arxiv:1702.08735, 2017 - arxiv.org
arxiv:1702.08735v1 [math.PR] 28 Feb 2017 Page 1 arxiv:1702.08735v1 [math.PR] 28 Feb 2017
ON RELAXED STOCHASTIC OPTIMAL CONTROL FOR STOCHASTIC DIFFERENTIAL …

Compactification in optimal control of McKean‐Vlasov stochastic differential equations

MA Mezerdi - Optimal Control Applications and Methods, 2021 - Wiley Online Library
We study existence and approximation of optimal controls for systems governed by McKean‐
Vlasov stochastic differential equations. It is well known in simple examples that in the …