| Publication | Date of Publication | Type |
|---|
Optimal Stopping of BSDEs with Constrained Jumps and Related Double Obstacle PDEs
(available as arXiv preprint) | N/A | Paper |
Probabilistic representation for viscosity solutions to double-obstacle quasi-variational inequalities
Journal of Differential Equations | 2026-02-06 | Paper |
A Nonlinear Snell Envelope Representation for Path-Dependent Controller-Stopper Games
(available as arXiv preprint) | 2026-01-01 | Paper |
Feedback stopping rules in path-dependent controller-stopper games
(available as arXiv preprint) | 2026-01-01 | Paper |
Optimal stopping of BSDEs with constrained jumps and related double obstacle PDEs
NoDEA. Nonlinear Differential Equations and Applications | 2025-03-05 | Paper |
A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients
Stochastic Analysis and Applications | 2025-01-22 | Paper |
Zero-sum Stochastic Differential Games of Impulse Control with Random Intervention Costs
(available as arXiv preprint) | 2025-01-01 | Paper |
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes
Stochastics | 2024-12-03 | Paper |
Probabilistic Representation for Viscosity Solutions to Double-Obstacle Quasi-Variational Inequalities
(available as arXiv preprint) | 2024-01-01 | Paper |
Non-Markovian impulse control under nonlinear expectation
Applied Mathematics and Optimization | 2023-09-18 | Paper |
| Optimal Stopping of BSDEs with Constrained Jumps and Related Zero-Sum Games | 2023-08-31 | Paper |
Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs
Journal of Mathematical Analysis and Applications | 2023-07-06 | Paper |
Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers
ESAIM: Control, Optimisation and Calculus of Variations | 2023-05-08 | Paper |
Finite Horizon Impulse control of Stochastic Functional Differential Equations
SIAM Journal on Control and Optimization | 2023-05-04 | Paper |
Sequential systems of reflected backward stochastic differential equations with application to impulse control
Applied Mathematics and Optimization | 2022-07-18 | Paper |
Discrete-time risk-aware optimal switching with non-adapted costs
Advances in Applied Probability | 2022-06-28 | Paper |
On the finite horizon optimal switching problem with random lag
Applied Mathematics and Optimization | 2021-08-11 | Paper |
| Finite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs | 2021-03-30 | Paper |
| A Note on Reflected BSDEs in Infinite Horizon with Stochastic Lipschitz Coefficients | 2021-03-09 | Paper |
Finite Horizon Robust Impulse Control in a Non-Markovian Framework and Related Systems of Reflected BSDEs
(available as arXiv preprint) | 2021-01-01 | Paper |
A finite horizon optimal switching problem with memory and application to controlled SDDEs
Mathematical Methods of Operations Research | 2020-08-03 | Paper |
| Infinite Horizon Impulse Control of Stochastic Functional Differential Equations | 2020-03-18 | Paper |
A two-scale scheme for finite horizon switching problems with delays
Automatica | 2020-01-20 | Paper |
A limited-feedback approximation scheme for optimal switching problems with execution delays
Mathematical Methods of Operations Research | 2018-07-13 | Paper |
| A Control-variable Regression Monte Carlo Technique for Short-term Electricity Generation Planning | 2015-12-30 | Paper |
A Control-variable Regression Monte Carlo Technique for Short-term Electricity Generation Planning
(available as arXiv preprint) | 2015-01-01 | Paper |
Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation
Mathematical Methods of Operations Research | 2014-06-12 | Paper |
