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

Khaled Bahlali (1) , Meriem Mezerdi (2) , Brahim Mezerdi (2)

1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 BISKRA - Université Mohamed Khider de Biskra

no abstract

Domaines: Probabilités [math.PR]; Systèmes et contrôle [cs.SY]; Equations aux dérivées partielles [math.AP]

Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi. Existence of optimal controls for systems governed by mean-field stochastic differential equations. Afrika Statistika, 2014, 9, pp.627--645. ⟨hal-01297354⟩