Bernt Øksendal

21 papers Journal 21
YearRankTypeTitle / Venue / Authors
2025 J jnl
Optimal Control of SPDEs Driven by Time-Space Brownian Motion.
SIAM J. Control. Optim.
Nacira Agram, Bernt Øksendal, Frank Proske, Olena Tymoshenko
2024 J jnl
Impulse Control of Conditional McKean-Vlasov Jump Diffusions.
J. Optim. Theory Appl.
Nacira Agram, Giulia Pucci, Bernt Øksendal
2024 J jnl
Optimal stopping of conditional McKean-Vlasov jump diffusions.
Syst. Control. Lett.
Nacira Agram, Bernt Øksendal
2023 J jnl
Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control.
SIAM J. Control. Optim.
Nacira Agram, Bernt Øksendal
2022 J jnl
Mean-field backward stochastic differential equations and applications.
Syst. Control. Lett.
Nacira Agram, Yaozhong Hu, Bernt Øksendal
2019 J jnl
Singular Control Optimal Stopping of Memory Mean-Field Processes.
SIAM J. Math. Anal.
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske
2018 J jnl
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps.
J. Optim. Theory Appl.
Roxana Dumitrescu, Bernt Øksendal, Agnès Sulem
2015 J jnl
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations.
J. Optim. Theory Appl.
Nacira Agram, Bernt Øksendal
2014 J jnl
Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty.
J. Optim. Theory Appl.
Bernt Øksendal, Agnès Sulem
2014 J jnl
Infinite horizon optimal control of forward-backward stochastic differential equations with delay.
J. Comput. Appl. Math.
Nacira Agram, Bernt Øksendal
2014 J jnl
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection.
Math. Oper. Res.
Bernt Øksendal, Agnès Sulem, Tusheng Zhang
2014 J jnl
Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information.
J. Appl. Probab.
Bernt Øksendal, Leif Sandal, Jan Ubøe
2013 J jnl
A Maximum Principle for Infinite Horizon Delay Equations.
SIAM J. Math. Anal.
Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske
2013 J jnl
Maximum principles for jump diffusion processes with infinite horizon.
Autom.
Sven Haadem, Bernt Øksendal, Frank Proske
2012 J jnl
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes.
SIAM J. Control. Optim.
Bernt Øksendal, Agnès Sulem
2011 J jnl
An anticipative linear filtering equation.
Syst. Control. Lett.
Knut K. Aase, Terje Bjuland, Bernt Øksendal
2009 J jnl
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps.
SIAM J. Control. Optim.
Bernt Øksendal, Agnès Sulem
2008 J jnl
Partial Information Linear Quadratic Control for Jump Diffusions.
SIAM J. Control. Optim.
Yaozhong Hu, Bernt Øksendal
2002 J jnl
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs.
SIAM J. Control. Optim.
Bernt Øksendal, Agnès Sulem
2000 J jnl
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.
Finance Stochastics
Knut K. Aase, Bernt Øksendal, Nicolas Privault, Jan Ubøe
1998 J jnl
Optimal time to invest when the price processes are geometric Brownian motions.
Finance Stochastics
Yaozhong Hu, Bernt Øksendal