BAHLALI Khaled

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control

Khaled Bahlali , Farid Chighoub , Brahim Mezerdi

Stochastics: An International Journal of Probability and Stochastic Processes, 2012, 84 (2-3), pp.233--249

Article dans une revue

hal-01293278

Stochastic optimal control and BSDEs with logarithmic growth

Khaled Bahlali , Brahim El Asri

Bulletin des Sciences Mathématiques, 2012, 136 (6), pp.617--637

Article dans une revue

hal-01293277

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

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

Systems and Control Letters, 2017, 102, pp.1 - 8. ⟨10.1016/j.sysconle.2016.12.009⟩

Article dans une revue

hal-01824224

A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Khaled Bahlali , Antoine Hakassou , Youssef Ouknine

Stochastics: An International Journal of Probability and Stochastic Processes, 2015, 87 (5), pp.806--847. ⟨10.1080/17442508.2015.1012080⟩

Article dans une revue

hal-01297353

Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP823⟩

Article dans une revue

hal-04172543

On the relaxed mean-field stochastic control problem

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

Stochastics and Dynamics, 2018, 18 (03), ⟨10.1142/S0219493718500247⟩

Article dans une revue

hal-01806829

Optimality conditions for partial information stochastic control problems driven by Lévy processes

Khaled Bahlali , Nabil Khelfallah , Brahim Mezerdi

Systems and Control Letters, 2012, 61 (11), pp.1079--1084

Article dans une revue

hal-01293279

Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations

Khaled Bahlali , Omar Kebiri , Ahmed Mtiraoui

Comptes Rendus. Mathématique, 2017, 355 (1), pp.84 - 89. ⟨10.1016/j.crma.2016.11.012⟩

Article dans une revue

hal-01824225

Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients

Khaled Bahlali , Ma Diop , A Elouaflin , A Said

Bulletin des Sciences Mathématiques, 2014, 138 (4), pp.483--509

Article dans une revue

hal-01292862

BSDEs driven by $|z|^2/y$ and applications

Khaled Bahlali , Ludovic Tangpi

2020

Pré-publication, Document de travail

hal-02554310

Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

Khaled Bahlali , El Hassan Essaky , Mohammed Hassani

SIAM Journal on Mathematical Analysis, 2015, 47 (6), pp.4251--4288. ⟨10.1137/130947933⟩

Article dans une revue

hal-01297352

Quadratic transportation inequalities for SDEs with measurable drift

Khaled Bahlali , Soufiane Mouchtabih , Ludovic Tangpi

Proceedings of the American Mathematical Society, 2021, ⟨10.1090/proc/15477⟩

Article dans une revue

hal-02501467

Solvability of some quadratic BSDEs without exponential moments

Khaled Bahlali , M Hamed Eddahbi , Youssef Ouknine

Comptes Rendus. Mathématique, 2013, 351 (5), pp.229--233

Article dans une revue

hal-01292864

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Khaled Bahlali , M’hamed Eddahbi , Youssef Ouknine

Annals of Probability, 2017, 45 (4), pp.2377 - 2397. ⟨10.1214/16-AOP1115⟩

Article dans une revue

hal-01824223

Backward doubly SDEs and SPDEs with superlinear growth generators

Khaled Bahlali , Rafika Gatt , Badreddine Mansouri , Ahmed Mtiraoui

Stochastics and Dynamics, 2016, ⟨10.1142/S0219493717500095⟩

Article dans une revue

hal-01824226

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

Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

Afrika Statistika, 2014, 9, pp.627--645

Article dans une revue

hal-01297354

Genericity in Deterministic and Stochastic Differential Equations

Jean-Jacques Alibert , Khaled Bahlali

Séminaire de Probabilités XXXV, 2001, 1755, pp.220-240

Article dans une revue

hal-00993915

One dimensional BSDEs with logarithmic growth application to PDEs

Khaled Bahlali , Omar Kebiri , Nabil Khelfallah , Hadjer Moussaoui

Stochastics: An International Journal of Probability and Stochastic Processes, 2017, 89 (6-7), pp.1061 - 1081. ⟨10.1080/17442508.2017.1311900⟩

Article dans une revue

hal-01806832

Stability and genericity for SPDEs driven by spatially correlated noise

Khaled Bahlali , M. Eddahbi , Mohamed Mellouk

Journal of Mathematics of Kyoto University, 2008, 48 (4), pp.699-724

Article dans une revue

hal-00325073

Backward doubly stochastic differential equations with a superlinear growth generator

Khaled Bahlali , Rafika Gatt , Badreddine Mansouri

Comptes Rendus. Mathématique, 2015, 353, pp.25 - 30. ⟨10.1016/j.crma.2014.10.008⟩

Article dans une revue

hal-01297351

Existence of a stochastic optimal control for systems driven by FBSDEs

Khaled Bahlali , Boulekhrass Gherbal , Brahim Mezerdi

Systems and Control Letters, 2011, 60 (5), pp.344 - 349. ⟨10.1016/j.sysconle.2011.02.011⟩

Article dans une revue

hal-01297356

Corrigendum to “Solvability of some quadratic \BSDEs\ without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]

Khaled Bahlali , Mʼhamed Eddahbi , Youssef Ouknine

Comptes Rendus. Mathématique, 2013, 351 (11–12), pp.489 -. ⟨10.1016/j.crma.2013.07.006⟩

Article dans une revue

hal-01297355

Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results

Khaled Bahlali , M'Hamed Eddahbi , Youssef Ouknine

Annals of Probability, 2016

Article dans une revue

hal-01297350

Existence of an optimal control for a c
oupled FBSDE with a non degenerate diffusion coefficient

Khaled Bahlali , O. Kebiri , B. Mezerdi , A. Mtiraoui

Stochastics: An International Journal of Probability and Stochastic Processes, 2018, 90 (6), pp.861 - 875. ⟨10.1080/17442508.2018.1427750⟩

Article dans une revue

hal-01824474

Reflected BSDE associated to jump Markov processes and application to PDE

Khaled Bahlali , Abdelkarim Oualaid , Youssef Ouknine

2020

Pré-publication, Document de travail

hal-03520315

Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition

Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

2022

Pré-publication, Document de travail

hal-03523538

Homogenization of semi-linear PDEs with discontinuous effective coefficients

Khaled Bahlali , Abouo Elouaflin , E. Pardoux

Electronic Journal of Probability, 2009, 14, pp.477-499

Article dans une revue

hal-00266406

Penalization method for a nonlinear Neumann PDE via weak solutions of reﬂected SDEs

Khaled Bahlali , Lucian Maticiuc , Adrian Zalinescu

Electronic Journal of Probability, 2013, 18 (102), pp.1-19. ⟨10.1214/EJP.v18-2467⟩

Article dans une revue

hal-00998298

Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *

Khaled Bahlali , Brahim Boufoussi , Soufiane Mouchtabih

Stochastics and Dynamics, 2021, ⟨10.1142/S0219493721500532⟩

Article dans une revue

hal-02507957

Solving Unbounded Quadratic BSDEs by a Domination Method

Khaled Bahlali

The Graduate Journal of Mathematics, 2020

Article dans une revue

hal-01972711

Laboratoire IMATH

Thèmes de recherche :

Publicationsscientifiques :

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control

Stochastic optimal control and BSDEs with logarithmic growth

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

A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

On the relaxed mean-field stochastic control problem

Optimality conditions for partial information stochastic control problems driven by Lévy processes

Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations

Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients

BSDEs driven by $|z|^2/y$ and applications

Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

Quadratic transportation inequalities for SDEs with measurable drift

Solvability of some quadratic BSDEs without exponential moments

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Backward doubly SDEs and SPDEs with superlinear growth generators

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

Genericity in Deterministic and Stochastic Differential Equations

One dimensional BSDEs with logarithmic growth application to PDEs

Stability and genericity for SPDEs driven by spatially correlated noise

Backward doubly stochastic differential equations with a superlinear growth generator

Existence of a stochastic optimal control for systems driven by FBSDEs

Corrigendum to “Solvability of some quadratic \BSDEs\ without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]

Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results

Existence of an optimal control for a c
oupled FBSDE with a non degenerate diffusion coefficient

Reflected BSDE associated to jump Markov processes and application to PDE

Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition

Homogenization of semi-linear PDEs with discontinuous effective coefficients

Penalization method for a nonlinear Neumann PDE via weak solutions of reﬂected SDEs

Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *

Solving Unbounded Quadratic BSDEs by a Domination Method

Contact

Laboratoire IMATH

BAHLALI Khaled

Thèmes de recherche :

Publicationsscientifiques :

On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control

Stochastic optimal control and BSDEs with logarithmic growth

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

A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients

Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

On the relaxed mean-field stochastic control problem

Optimality conditions for partial information stochastic control problems driven by Lévy processes

Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations

Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients

BSDEs driven by $|z|^2/y$ and applications

Existence and uniqueness of multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

Quadratic transportation inequalities for SDEs with measurable drift

Solvability of some quadratic BSDEs without exponential moments

Quadratic BSDE with $\mathbb{L}^{2}$-terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results

Backward doubly SDEs and SPDEs with superlinear growth generators

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

Genericity in Deterministic and Stochastic Differential Equations

One dimensional BSDEs with logarithmic growth application to PDEs

Stability and genericity for SPDEs driven by spatially correlated noise

Backward doubly stochastic differential equations with a superlinear growth generator

Existence of a stochastic optimal control for systems driven by FBSDEs

Corrigendum to “Solvability of some quadratic \BSDEs\ without exponential moments” [C. R. Acad. Sci. Paris, Ser. I 351 (5–6) (2013) 229–233]

Quadratic BSDEs with L²- terminal data. Krylov’s inequality, Itô-Krylov’s formula and some existence results

Existence of an optimal control for a c oupled FBSDE with a non degenerate diffusion coefficient

Reflected BSDE associated to jump Markov processes and application to PDE

Approximation of a degenerate semilinear PDEs with a nonlinear Neumann boundary condition

Homogenization of semi-linear PDEs with discontinuous effective coefficients

Penalization method for a nonlinear Neumann PDE via weak solutions of reﬂected SDEs

Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients *

Solving Unbounded Quadratic BSDEs by a Domination Method

Contact

Existence of an optimal control for a c
oupled FBSDE with a non degenerate diffusion coefficient