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researcher

N. Agram

48 papers hereh-index 11537 citations70 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author40
  • middle author4

Across the 47 of 48 papers where every author was matched, so the position is known.

fields
  • math.OC31
  • math.PR12
  • eess.SY1
  • math.NA1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedA maximum principle for infinite horizon delay equations

5 citations · 22 across the 33 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

Stochastic Fokker-Planck PIDE for conditional McKean-Vlasov jump diffusions and applications to optimal control

Nacira Agram, Bernt Oksendal

The purpose of this paper is to study optimal control of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.