When a block that has a transaction with change in it is successfully mined, is the change transaction included in the newly mined block?
There is no change transaction type. 

Transactions are defined as a list of inputs consumed, and outputs created, and the values assigned to those new outputs. The creator typically makes an output for a entity they wish to pay, and another output which pays excess change back to them. 

Any amount of Bitcoin left un-used by the outputs is interpreted as the fee for the transaction.