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ORCIDNacira Agram
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2020 – today
- 2024
[j9]Nacira Agram, Giulia Pucci, Bernt Øksendal:
Impulse Control of Conditional McKean-Vlasov Jump Diffusions. J. Optim. Theory Appl. 200(3): 1100-1130 (2024)- [j8]Nacira Agram, Bernt Øksendal:
Optimal stopping of conditional McKean-Vlasov jump diffusions. Syst. Control. Lett. 188: 105815 (2024) - 2023
- [j7]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): 1472-1493 (2023) - 2022
- [j6]Nacira Agram, Yaozhong Hu, Bernt Øksendal:
Mean-field backward stochastic differential equations and applications. Syst. Control. Lett. 162: 105196 (2022) - 2021
- [j5]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: 104989 (2021)
2010 – 2019
- 2019
- [j4]Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske:
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51(1): 450-468 (2019) - 2015
- [j3]Nacira Agram, Bernt Øksendal:
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. J. Optim. Theory Appl. 167(3): 1070-1094 (2015) - 2014
- [j2]Nacira Agram, Bernt Øksendal:
Infinite horizon optimal control of forward-backward stochastic differential equations with delay. J. Comput. Appl. Math. 259: 336-349 (2014) - 2013
- [j1]Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske:
A Maximum Principle for Infinite Horizon Delay Equations. SIAM J. Math. Anal. 45(4): 2499-2522 (2013)
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