Nacira Agram

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 6

Top Topics

Hamilton Jacobi Bellman

Stochastic Processes

Infinite Horizon

Optimal Stopping

Top Venues

Syst. Control. Lett.

J. Optim. Theory Appl.

J. Comput. Appl. Math.

SIAM J. Math. Anal.

Publications

Nacira Agram, Bernt Øksendal
Optimal stopping of conditional McKean-Vlasov jump diffusions. Syst. Control. Lett. 188 (2024)
Nacira Agram, Giulia Pucci, Bernt Øksendal
Impulse Control of Conditional McKean-Vlasov Jump Diffusions. J. Optim. Theory Appl. 200 (3) (2024)
Nacira Agram, Bernt Øksendal
Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control. SIAM J. Control. Optim. 61 (3) (2023)
Nacira Agram, Yaozhong Hu, Bernt Øksendal
Mean-field backward stochastic differential equations and applications. Syst. Control. Lett. 162 (2022)
Nacira Agram, Boualem Djehiche
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems. Syst. Control. Lett. 155 (2021)
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51 (1) (2019)
Nacira Agram, Bernt Øksendal
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. J. Optim. Theory Appl. 167 (3) (2015)
Nacira Agram, Bernt Øksendal
Infinite horizon optimal control of forward-backward stochastic differential equations with delay. J. Comput. Appl. Math. 259 (2014)
Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske
A Maximum Principle for Infinite Horizon Delay Equations. SIAM J. Math. Anal. 45 (4) (2013)