Department of Mathematics and Statistics King Fahd University of Petroleum and Minerals Dhahran – Saudi Arabia
Brahim MEZERDI received his BSc from USTHB Algiers in 1982, his Master in 1983 and his PhD in 1986, from Pierre and Marie Curie University, Paris, under the supervision of Prof. Nicole El Karoui.
His major scientific interests are related to forward and backward stochastic differential equations and their optimal control as well as mean-field optimal control. His main contributions are made on the stochastic maximum principle, relaxed control problems and McKean-Vlasov equations. He co-authored more than 40 papers in peer-reviewed journals and made more than 50 invited and plenary lectures in international conferences. He supervised 13 PhD and 13 Magister theses.
In 2015, he was selected as a founding member of the Algerian Academy of Science and Technology, and elected president of its mathematics section since 2016.
He defended his State doctorate in mathematics in 1996 at Constantine university. He got a research assistant position, at Imperial College of Science and Technology, London, from 1986 to 1987. He joined Biskra University since 1987, where he is full Professor since 2002. He got several leading academic and administrative positions, among them vice rector for scientific research, post-graduate studies and international cooperation from 2002 to 2018. Currently he is a visiting associate professor at King Fahd University of Petroleum and Minerals, Saudi Arabia, since 2019.
During his career he got several invited positions at universities of Toulon, Le Mans, Valenciennes, Marrakech, Stockholm, Freiburg. He was the first director of the Laboratory of Applied Mathematics from 2001 to 2011 and the responsible of the Probability group. He was awarded the Maurice Audin prize of Mathematics in 2005 and the prize of the National Agency for fundamental Research (ANDRU) in 2006.
He was involved as the leader of several international research projects with universities in France, Morroco, Germany, Sweden and principal organizer of several international workshops in probability and stochastic processes.