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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
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https://hal-univ-tln.archives-ouvertes.fr/hal-01297354
Contributor : Khaled Bahlali <>
Submitted on : Monday, April 4, 2016 - 11:00:38 AM
Last modification on : Sunday, March 29, 2020 - 5:42:23 PM

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Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi. Existence of optimal controls for systems governed by mean-field stochastic differential equations. Afrika Statistika, Fondation Société Africaine de Probabilités et Statistiques (SAPS), 2014, 9, pp.627--645. ⟨hal-01297354⟩

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