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Nacira Agram

Identifiers

  • name variant Nacira Agram 0.60 · backfill

Papers (20)

  1. Nonzero-Sum Stochastic Differential Games for Controlled Convection-Diffusion SPDEs math.PR · 2026 · author #1
  2. Mean-field FBSDE and optimal control math.OC · 2019 · author #1
  3. Introduction to White Noise, Hida-Malliavin Calculus and Applications math.OC · 2019 · author #1
  4. Singular control of SPDEs with space-mean dynamics math.OC · 2019 · author #1
  5. Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon math.OC · 2018 · author #1
  6. Dynamic risk measure for BSVIE with jumps and semimartingale issues math.OC · 2018 · author #1
  7. Singular control and optimal stopping of memory mean-field processes math.OC · 2018 · author #1
  8. Mean-Field Delayed BSDEs with Jumps math.OC · 2018 · author #1
  9. Mean-field backward stochastic differential equations and applications math.OC · 2018 · author #1
  10. New approach to optimal control of stochastic Volterra integral equations math.OC · 2017 · author #1
  11. Mean-field optimal control problem of SDDEs driven by fractional Brownian motion math.OC · 2017 · author #1
  12. A Hida-Malliavin white noise calculus approach to optimal control math.OC · 2017 · author #1
  13. Stochastic Control of Memory Mean-Field Processes math.OC · 2017 · author #1
  14. Model Uncertainty Stochastic Mean-Field Control math.OC · 2016 · author #1
  15. Optimal control of forward-backward stochastic Volterra equations math.OC · 2016 · author #1
  16. Stochastic optimal control of McKean-Vlasov equations with anticipating law math.OC · 2016 · author #1
  17. Mean-field delayed BSDEs in finite and infinite horizon math.OC · 2015 · author #1
  18. Optimal control of forward-backward mean-field stochastic delayed systems math.OC · 2014 · author #1
  19. Malliavin calculus and optimal control of stochastic Volterra equations math.OC · 2014 · author #1
  20. Infinite horizon optimal control of forward-backward stochastic differential equations with delay math.OC · 2013 · author #1

Mentions

  • 1509.08777 #1 · backfill · confidence 0.70 Nacira Agram
  • 1412.5291 #1 · backfill · confidence 0.70 Nacira Agram
  • 1406.0325 #1 · backfill · confidence 0.70 Nacira Agram
  • 1302.1723 #1 · backfill · confidence 0.70 Nacira Agram

Frequent Coauthors