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Publications by Agnès Sulem

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps

SIAM Journal on Control and Optimization
ControlApplied MathematicsOptimization
2010English

Forward–Backward Stochastic Differential Games and Stochastic Control Under Model Uncertainty

Journal of Optimization Theory and Applications
ControlManagement ScienceApplied MathematicsOptimizationOperations Research
2012English

Singular Mean-Field Control Games

Stochastic Analysis and Applications
UncertaintyApplied MathematicsStatisticsProbability
2017English

Optimal Connectivity for a Large Financial Network

ESAIM: Proceedings and Surveys
2017English

Optimal Partial Information Control of SPDEs With Delay and Time-Advanced Backward SPDEs

Interdisciplinary Mathematical Sciences
MathematicsApplied Mathematics
2012English

Risk-Sensitive Portfolio Optimization With Transaction Costs

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2004English

A Large Trader-Insider Model

2006English

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