A Maximum Principle for Infinite Horizon Delay Equations. - Nacira Agram; Sven Haadem; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2013)

Infinite horizon optimal control of forward-backward stochastic differential equations with delay. - Nacira Agram; Bernt Øksendal (J. Comput. Appl. Math., 2014)

Malliavin Calculus and Optimal Control of Stochastic Volterra Equations. - Nacira Agram; Bernt Øksendal (J. Optim. Theory Appl., 2015)

Singular Control Optimal Stopping of Memory Mean-Field Processes. - Nacira Agram; Achref Bachouch; Bernt Øksendal; Frank Proske (SIAM J. Math. Anal., 2019)

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)

Mean-field backward stochastic differential equations and applications. - Nacira Agram; Yaozhong Hu; Bernt Øksendal (Syst. Control. Lett., 2022)

Stochastic Fokker-Planck Equations for Conditional McKean-Vlasov Jump Diffusions and Applications to Optimal Control. - Nacira Agram; Bernt Øksendal (SIAM J. Control. Optim., 2023)

Impulse Control of Conditional McKean-Vlasov Jump Diffusions. - Nacira Agram; Giulia Pucci; Bernt Øksendal (J. Optim. Theory Appl., 2024)

Optimal stopping of conditional McKean-Vlasov jump diffusions. - Nacira Agram; Bernt Øksendal (Syst. Control. Lett., 2024)

Deep learning for conditional McKean-Vlasov jump diffusions. - Nacira Agram; Jan Rems (Syst. Control. Lett., 2025)

Optimal Control of SPDEs Driven by Time-Space Brownian Motion. - Nacira Agram; Bernt Øksendal; Frank Proske; Olena Tymoshenko (SIAM J. Control. Optim., 2025)

A Deep Learning Approach to Renewable Capacity Installation under Jump Uncertainty. - Nacira Agram; Fred Espen Benth; Giulia Pucci; Jan Rems (CoRR, 2025)