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

Khaled Bahlali; Meriem Mezerdi; Brahim Mezerdi

doi:10.1016/j.sysconle.2016.12.009

Journal Articles Systems and Control Letters Year : 2017

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

(1) , (2) , (2)

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Khaled Bahlali

Function : Author
PersonId : 8102
IdHAL : khaled-bahlali
IdRef : 033471274

Institut de Mathématiques de Toulon - EA 2134

Meriem Mezerdi

Function : Author

Université Mohamed Khider de Biskra

Brahim Mezerdi

Function : Author
PersonId : 777482
ORCID : 0000-0002-7512-9728

Université Mohamed Khider de Biskra

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Mathematics [math] Probability [math.PR]

Khaled Bahlali : Connect in order to contact the contributor

https://hal-univ-tln.archives-ouvertes.fr/hal-01824224

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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hal-01824224 , version 1 (27-06-2018)

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HAL Id : hal-01824224 , version 1
DOI : 10.1016/j.sysconle.2016.12.009

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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, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩. ⟨hal-01824224⟩

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

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