Nacira Agram

Nacira Agram

Associate senior lecturer
Department of Mathematics Faculty of Technology
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Teaching

I am currently teaching the courses:

-Probability theory and statistics

-Optimization methods

Research

My main research interests are optimal stochastic control with deep learning and related areas, including stochastic differential, integral and partial differential equations with memory and mean-field, backward stochastic differential equations, singular control and optimal stopping, and with applications, mainly to finance, insurance and biology. 

Editorial duties

-Associate Editor of the journal Stochastic Analysis and Applications

-Associate Editor of the journal Stochastics

-Associate Editor of the journal Afrika Matematika

-Permanent reviewer for Mathematical Reviews 

Publications

Article in journal (Refereed)

Conference paper (Refereed)