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

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

Explicit Solution of Inventory Problems with Delivery Lags. - Avner Bar-Ilan; Agnès Sulem (Math. Oper. Res., 1995)

Pseudopower expansion of solutions of generalized equations and constrained optimization problems. - J. Frédéric Bonnans; Agnès Sulem (Math. Program., 1995)

Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs. - Bernt Øksendal; Agnès Sulem (SIAM J. Control. Optim., 2002)

A policy iteration algorithm for fixed point problems with nonexpansive operators. - Jean-Philippe Chancelier; Marouen Messaoud; Agnès Sulem (Math. Methods Oper. Res., 2007)

Premia: A Numerical Platform for Pricing Financial Derivatives. - Agnès Sulem; Antonino Zanette (ERCIM News, 2009)

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps. - Bernt Øksendal; Agnès Sulem (SIAM J. Control. Optim., 2009)

An integral representation theorem of g-expectations. - Zengjing Chen; Agnès Sulem (Risk Decis. Anal., 2011)

Singular Stochastic Control and Optimal Stopping with Partial Information of Itô-Lévy Processes. - Bernt Øksendal; Agnès Sulem (SIAM J. Control. Optim., 2012)

Forward-Backward Stochastic Differential Games and Stochastic Control under Model Uncertainty. - Bernt Øksendal; Agnès Sulem (J. Optim. Theory Appl., 2014)

Singular Control and Optimal Stopping of SPDEs, and Backward SPDEs with Reflection. - Bernt Øksendal; Agnès Sulem; Tusheng Zhang (Math. Oper. Res., 2014)

Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems. - Roxana Dumitrescu; Marie Claire Quenez; Agnès Sulem (J. Optim. Theory Appl., 2015)

Control of Interbank Contagion Under Partial Information. - Hamed Amini; Andreea Minca; Agnès Sulem (SIAM J. Financial Math., 2015)

A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with Ef-expectations. - Roxana Dumitrescu; Marie Claire Quenez; Agnès Sulem (SIAM J. Control. Optim., 2016)

Game Options in an Imperfect Market with Default. - Roxana Dumitrescu; Marie Claire Quenez; Agnès Sulem (SIAM J. Financial Math., 2017)

Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps. - Roxana Dumitrescu; Bernt Øksendal; Agnès Sulem (J. Optim. Theory Appl., 2018)

European Options in a Nonlinear Incomplete Market Model with Default. - Miryana Grigorova; Marie Claire Quenez; Agnès Sulem (SIAM J. Financial Math., 2020)

A Dynamic Contagion Risk Model with Recovery Features. - Hamed Amini; Andreea Minca; Agnès Sulem (Math. Oper. Res., 2022)

The Default Cascade Process in Stochastic Financial Networks. - Hamed Amini; Zhongyuan Cao; Agnès Sulem (ICAIF, 2023)

Limit Theorems for Default Contagion and Systemic Risk. - Hamed Amini; Zhongyuan Cao; Agnès Sulem (Math. Oper. Res., 2024)