Citing directly in research document is it possible to reference a citation directly?

Example:

"the expected values considering the gain and the cost of each behavior as in [9]"

or should one instead explicitly mention the authors?

Example:

"the expected values considering the gain and the cost of each behavior as detailed by Gürcan et al.[9]"
As the comments have noted, it depends on the field and the referencing style. A journal will have a "style guide for authors" which will refer the appropriate referencing style as well as any idiosyncracies particular to that journal.

You will see such variety as authors being cited as cost of each behavior as detailed by Gürcan et al.[9] or cost of each behavior as detailed by Gürcan et al. (2009) or cost of each behavior[9].

If the document is not for submission to a journal then you could check previous or example submissions/documents, and in the absence of any of that you could adopt the referencing style "normally" used in your field. Or ask a colleague/collaborator/supervisor for advice if you are still unsure.