Nacira Agram
Identifiers
- name variant Nacira Agram 0.60 · backfill
Papers (20)
- Nonzero-Sum Stochastic Differential Games for Controlled Convection-Diffusion SPDEs math.PR · 2026 · author #1
- Mean-field FBSDE and optimal control math.OC · 2019 · author #1
- Introduction to White Noise, Hida-Malliavin Calculus and Applications math.OC · 2019 · author #1
- Singular control of SPDEs with space-mean dynamics math.OC · 2019 · author #1
- Mean-Field Stochastic Control with Elephant Memory in Finite and Infinite Time Horizon math.OC · 2018 · author #1
- Dynamic risk measure for BSVIE with jumps and semimartingale issues math.OC · 2018 · author #1
- Singular control and optimal stopping of memory mean-field processes math.OC · 2018 · author #1
- Mean-Field Delayed BSDEs with Jumps math.OC · 2018 · author #1
- Mean-field backward stochastic differential equations and applications math.OC · 2018 · author #1
- New approach to optimal control of stochastic Volterra integral equations math.OC · 2017 · author #1
- Mean-field optimal control problem of SDDEs driven by fractional Brownian motion math.OC · 2017 · author #1
- A Hida-Malliavin white noise calculus approach to optimal control math.OC · 2017 · author #1
- Stochastic Control of Memory Mean-Field Processes math.OC · 2017 · author #1
- Model Uncertainty Stochastic Mean-Field Control math.OC · 2016 · author #1
- Optimal control of forward-backward stochastic Volterra equations math.OC · 2016 · author #1
- Stochastic optimal control of McKean-Vlasov equations with anticipating law math.OC · 2016 · author #1
- Mean-field delayed BSDEs in finite and infinite horizon math.OC · 2015 · author #1
- Optimal control of forward-backward mean-field stochastic delayed systems math.OC · 2014 · author #1
- Malliavin calculus and optimal control of stochastic Volterra equations math.OC · 2014 · author #1
- 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
- Bernt {\O}ksendal 12 shared papers
- Astrid Hilbert 2 shared papers
- Samia Yakhlef 2 shared papers
- Achref Bachouch 1 shared papers
- Elin Engen R{\o}se 1 shared papers
- Elin Engen Rose 1 shared papers
- Eya Zougar 1 shared papers
- Frank Proske 1 shared papers
- Salah Eddine Choutri 1 shared papers
- Soukaina Douissi 1 shared papers
- Yaozhong Hu 1 shared papers