5 citations · 8 across the 2 of their papers we have counts for
3 papers
math.OC2019
Mean-field FBSDE and optimal control
Nacira Agram, Salah Eddine Choutri
We study optimal control for mean-field forward backward stochastic differential equations with payoff functionals of mean-field type. Sufficient and necessary optimality condition…
math.OC2018★ 3 cited
Mean-Field Delayed BSDEs with Jumps
Nacira Agram
We establish sufficient conditions for the existence and uniqueness of mean-field backward stochastic differential equations with time delayed generator in the sense that at t, the…
math.OC2012★ 5 cited
A maximum principle for infinite horizon delay equations
N. Agram, S. Haadem, B. Øksendal +1
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as…