Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
10.1214/22-AAP1879 | The Annals of Applied Probability |
| 2023 | |
10.1137/S0040585X97T990654 | 2022 | |||
Mean–field moral hazard for optimal energy demand response management | Mathematical Finance |
| 18 | 2021 |
Optimal Control of the Diffusion Coefficient of a Simple Diffusion Process | Mathematics of Operations Research |
| 21 | 1983 |
Oscillating Brownian motion | Journal of Applied Probability |
| 23 | 1978 |