Nacira Agram

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2026 J jnl
Deep BSVIEs parametrization and learning-based applications.
Neural Networks
Nacira Agram, Giulia Pucci
2025 J jnl
A Deep Learning Approach to Renewable Capacity Installation under Jump Uncertainty.
CoRR
Nacira Agram, Fred Espen Benth, Giulia Pucci, Jan Rems
2025 J jnl
Deep learning for conditional McKean-Vlasov jump diffusions.
Syst. Control. Lett.
Nacira Agram, Jan Rems
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
2021 J jnl
On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems.
Syst. Control. Lett.
Nacira Agram, Boualem Djehiche
2019 J jnl
Singular Control Optimal Stopping of Memory Mean-Field Processes.
SIAM J. Math. Anal.
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske
2015 J jnl
Malliavin Calculus and Optimal Control of Stochastic Volterra Equations.
J. Optim. Theory Appl.
Nacira Agram, Bernt Øksendal
2014 J jnl
Infinite horizon optimal control of forward-backward stochastic differential equations with delay.
J. Comput. Appl. Math.
Nacira Agram, Bernt Øksendal
2013 J jnl
A Maximum Principle for Infinite Horizon Delay Equations.
SIAM J. Math. Anal.
Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske