Nacira Agram

According to our database, Nacira Agram authored at least 12 papers between 2013 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

A Deep Learning Approach to Renewable Capacity Installation under Jump Uncertainty.

Nacira Agram, Fred Espen Benth, Giulia Pucci, Jan Rems

CoRR, September, 2025

Optimal Control of SPDEs Driven by Time-Space Brownian Motion.

Nacira Agram, Bernt Øksendal, Frank Proske, Olena Tymoshenko

SIAM J. Control. Optim., 2025

Deep learning for conditional McKean-Vlasov jump diffusions.

Nacira Agram, Jan Rems

Syst. Control. Lett., 2025

2024

Optimal stopping of conditional McKean-Vlasov jump diffusions.

Nacira Agram, Bernt Øksendal

Syst. Control. Lett., 2024

Impulse Control of Conditional McKean-Vlasov Jump Diffusions.

Nacira Agram, Giulia Pucci, Bernt Øksendal

J. Optim. Theory Appl., 2024

2023

Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control.

Nacira Agram, Bernt Øksendal

SIAM J. Control. Optim., June, 2023

2022

Mean-field backward stochastic differential equations and applications.

Nacira Agram, Yaozhong Hu, Bernt Øksendal

Syst. Control. Lett., 2022

2021

On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems.

Nacira Agram, Boualem Djehiche

Syst. Control. Lett., 2021

2019

Singular Control Optimal Stopping of Memory Mean-Field Processes.

Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske

SIAM J. Math. Anal., 2019

2015

Malliavin Calculus and Optimal Control of Stochastic Volterra Equations.

Nacira Agram, Bernt Øksendal

J. Optim. Theory Appl., 2015

2014

Infinite horizon optimal control of forward-backward stochastic differential equations with delay.

Nacira Agram, Bernt Øksendal

J. Comput. Appl. Math., 2014

2013

A Maximum Principle for Infinite Horizon Delay Equations.

Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske

SIAM J. Math. Anal., 2013