Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Mohamed Amine Mezerdi"'
Autor:
Abdallah Roubi, Mohamed Amine Mezerdi
Publikováno v:
Random Operators and Stochastic Equations. 30:183-195
We consider an infinite horizon optimal control of a system where the dynamics evolve according to a mean-field stochastic differential equation and the cost functional is also of mean-field type. These are systems where the coefficients depend not o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dfecf7624314da8d9156ffc03092a0bc
https://doi.org/10.1515/rose-2022-2081
https://doi.org/10.1515/rose-2022-2081
Autor:
Mohamed Amine Mezerdi
Publikováno v:
Optimal Control Applications and Methods
Optimal Control Applications and Methods, Wiley, 2021, 42 (4), pp.1161-1177. ⟨10.1002/oca.2721⟩
Optimal Control Applications and Methods, Wiley, 2021, 42 (4), pp.1161-1177. ⟨10.1002/oca.2721⟩
International audience; We study existence and approximation of optimal controls for systems governed by McKean-Vlasov stochastic differential equations. It is well known in simple examples that in the absence of convexity conditions, the strict cont
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::66e8bb665e5c09b0ab067ce923aa201e
https://hal.archives-ouvertes.fr/hal-03498288
https://hal.archives-ouvertes.fr/hal-03498288
Publikováno v:
Random Operators and Stochastic Equations
Random Operators and Stochastic Equations, De Gruyter, 2021, 29 (1), pp.67-78. ⟨10.1515/rose-2021-2053⟩
Random Operators and Stochastic Equations, De Gruyter, 2021, 29 (1), pp.67-78. ⟨10.1515/rose-2021-2053⟩
We consider various approximation properties for systems driven by a McKean–Vlasov stochastic differential equations (MVSDEs) with continuous coefficients, for which pathwise uniqueness holds. We prove that the solution of such equations is stable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::deb9f3a2664e08d96098ba5e93422476
https://hal.archives-ouvertes.fr/hal-03498283
https://hal.archives-ouvertes.fr/hal-03498283
Autor:
Mohamed Amine Mezerdi
Publikováno v:
Stochastic Analysis and Applications
Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2020, 39 (5), pp.804-818. ⟨10.1080/07362994.2020.1845206⟩
Stochastic Analysis and Applications, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2020, 39 (5), pp.804-818. ⟨10.1080/07362994.2020.1845206⟩
International audience; We study the strong convergence of the Carathéodory numerical scheme for a class of nonlinear McKean-Vlasov stochastic differential equations (MVSDE). We prove, under Lipschitz assumptions, the convergence of the approximate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aea0451c82eee440a2e3996dfe5f4153
https://hal.archives-ouvertes.fr/hal-03498284
https://hal.archives-ouvertes.fr/hal-03498284
Publikováno v:
Stochastics and Dynamics
Stochastics and Dynamics, World Scientific Publishing, 2019, 20 (01), pp.2050007. ⟨10.1142/S0219493720500070⟩
Stochastics and Dynamics, World Scientific Publishing, 2019, 20 (01), pp.2050007. ⟨10.1142/S0219493720500070⟩
International audience; We consider McKean–Vlasov stochastic differential equations (MVSDEs), which are SDEs where the drift and diffusion coefficients depend not only on the state of the unknown process but also on its probability distribution. Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::48ba852a54eee0dff443af615cc102cf
https://hal.archives-ouvertes.fr/hal-03498286
https://hal.archives-ouvertes.fr/hal-03498286