| Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient K Bahlali, B Mezerdi Stochastic Processes and their applications 115 (7), 1107-1129, 2005 | 74 | 2005 |
| The relaxed stochastic maximum principle in singular optimal control of diffusions S Bahlali, B Djehiche, B Mezerdi SIAM Journal on Control and Optimization 46 (2), 427-444, 2007 | 65 | 2007 |
| A general stochastic maximum principle for singular control problems S Bahlali, B Mezerdi | 61 | 2005 |
| Approximation and optimality necessary conditions in relaxed stochastic control problems S Bahlali, B Mezerdi, B Djehiche International Journal of Stochastic Analysis 2006 (1), 072762, 2006 | 58 | 2006 |
| Pathwise uniqueness and approximation of solutions of stochastic differential equations K Bahlali, B Mezerdi, Y Ouknine Séminaire de Probabilités XXXII, 166-187, 2006 | 46 | 2006 |
| Existence of optimal controls for systems driven by FBSDEs K Bahlali, B Gherbal, B Mezerdi Systems & control letters 60 (5), 344-349, 2011 | 44 | 2011 |
| Necessary and sufficient conditions for near-optimality in stochastic control of FBSDEs K Bahlali, N Khelfallah, B Mezerdi Systems & Control Letters 58 (12), 857-864, 2009 | 40 | 2009 |
| Necessary conditions for optimality in relaxed stochastic control problems B Mezerdi, S Bahlali Stochastics: An International Journal of Probability and Stochastic …, 2002 | 40 | 2002 |
| Existence of optimal controls for systems governed by mean-field stochastic differential equations K Bahlali, M Mezerdiz, B Mezerdi Afrika Statistika 9 (1), 627-645, 2014 | 34 | 2014 |
| Stability of McKean–Vlasov stochastic differential equations and applications K Bahlali, MA Mezerdi, B Mezerdi Stochastics and Dynamics 20 (01), 2050007, 2020 | 31 | 2020 |
| The maximum principle for optimal control of diffusions with non-smooth coefficients K Bahlali, B Mezerdi, Y Ouknine Stochastics: An International Journal of Probability and Stochastic …, 1996 | 27 | 1996 |
| Weak solutions and a Yamada–Watanabe theorem for FBSDEs K Bahlali, B Mezerdi, M N'zi, Y Ouknine Walter de Gruyter 15 (3), 271-285, 2007 | 26 | 2007 |
| Approximation in optimal control of diffusion processes B Mezerdi, S Bahlali Walter de Gruyter, Berlin/New York 8 (4), 365-372, 2000 | 26 | 2000 |
| Near optimality conditions in stochastic control of jump diffusion processes F Chighoub, B Mezerdi Systems & control letters 60 (11), 907-916, 2011 | 24 | 2011 |
| Optimality necessary conditions in singular stochastic control problems with nonsmooth data K Bahlali, F Chighoub, B Djehiche, B Mezerdi Journal of mathematical analysis and applications 355 (2), 479-494, 2009 | 24 | 2009 |
| On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients K Bahlali, B Djehiche, B Mezerdi Applied mathematics and optimization 56, 364-378, 2007 | 22 | 2007 |
| On the relaxed mean-field stochastic control problem K Bahlali, M Mezerdi, B Mezerdi Stochastics and Dynamics 18 (03), 1850024, 2018 | 21 | 2018 |
| Existence and optimality conditions in stochastic control of linear BSDEs K Bahlali, B Gherbal, B Mezerdi Walter de Gruyter GmbH & Co. KG 18 (3), 185-197, 2010 | 21 | 2010 |
| Existence and optimality conditions for relaxed mean-field stochastic control problems K Bahlali, M Mezerdi, B Mezerdi Systems & Control Letters 102, 1-8, 2017 | 18 | 2017 |
| Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games F Baghery, N Khelfallah, B Mezerdi, I Turpin Random Operators and Stochastic Equations 22 (3), 151-161, 2014 | 16 | 2014 |
