Agnès Sulem

According to our database1, Agnès Sulem authored at least 17 papers between 1986 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps.
J. Optimization Theory and Applications, 2018

2017
Game Options in an Imperfect Market with Default.
SIAM J. Financial Math., 2017

2016
A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with Ef-expectations.
SIAM J. Control and Optimization, 2016

2015
Control of Interbank Contagion Under Partial Information.
SIAM J. Financial Math., 2015

Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems.
J. Optimization Theory and Applications, 2015

2014
Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection.
Math. Oper. Res., 2014

Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty.
J. Optimization Theory and Applications, 2014

2012
Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes.
SIAM J. Control and Optimization, 2012

2011
An integral representation theorem of g-expectations.
Risk and Decision Analysis, 2011

2009
Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps.
SIAM J. Control and Optimization, 2009

Premia: A Numerical Platform for Pricing Financial Derivatives.
ERCIM News, 2009

2007
A policy iteration algorithm for fixed point problems with nonexpansive operators.
Math. Meth. of OR, 2007

2002
Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs.
SIAM J. Control and Optimization, 2002

1995
Pseudopower expansion of solutions of generalized equations and constrained optimization problems.
Math. Program., 1995

Explicit Solution of Inventory Problems with Delivery Lags.
Math. Oper. Res., 1995

1986
Explicit Solution of a Two-Dimensional Deterministic Inventory Problem.
Math. Oper. Res., 1986

A Solvable One-Dimensional Model of a Diffusion Inventory System.
Math. Oper. Res., 1986


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