most citedSingular control and optimal stopping of memory mean-field processes

3 citations · 4 across the 3 of their papers we have counts for

collaborators
Showing math.OCShow all

2 papers · 1 filter

math.OC2018

Reflected Advanced Backward Stochastic Differential Equations with Default

N. Agram, S. Labed, B. Mansouri +1

We are interested on reflected advanced backward stochastic differential equations (RABSDE) with default. By the predictable representation property and for a Lipschitz driver, we…

math.OC2018★ 3 cited

Singular control and optimal stopping of memory mean-field processes

Nacira Agram, Achref Bachouch, Bernt Øksendal +1

The purpose of this paper is to study the following topics and the relation between them: (i) Optimal singular control of mean-field stochastic differential equations with memory,…