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

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-01824224
Contributor : Khaled Bahlali Connect in order to contact the contributor
Submitted on : Wednesday, June 27, 2018 - 1:12:47 AM
Last modification on : Wednesday, January 12, 2022 - 5:14:33 PM

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Khaled Bahlali, Meriem Mezerdi, Brahim Mezerdi. Existence and optimality conditions for relaxed mean-field stochastic control problems. Systems and Control Letters, Elsevier, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩. ⟨hal-01824224⟩

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