| Publication | Date of Publication | Type |
|---|
Apprenticeship learning with prior beliefs using inverse optimization
Machine Learning | 2026-03-26 | Paper |
Moment-SOS hierarchy and exit location of stochastic processes
Numerical Algebra, Control and Optimization | 2026-03-26 | Paper |
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
Applied Mathematics and Optimization | 2024-10-22 | Paper |
| An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward | 2023-08-03 | Paper |
| Decision-dependent Distributionally Robust Optimization | 2023-03-07 | Paper |
On Reachability of Markov Chains: A Long-Run Average Approach
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
| Wasserstein Distributionally Robust Optimization with Expected Value Constraints | 2021-11-08 | Paper |
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Mathematics and Financial Economics | 2021-09-28 | Paper |
Approximate super-resolution of positive measures in all dimensions
Applied and Computational Harmonic Analysis | 2021-03-26 | Paper |
| Moment-SOS hierarchy and exit time of stochastic processes | 2021-01-15 | Paper |
Optimality of refraction strategies for a constrained dividend problem
Advances in Applied Probability | 2019-12-09 | Paper |
Compressed sensing of data with a known distribution
Applied and Computational Harmonic Analysis | 2018-08-30 | Paper |
Compressed sensing of data with a known distribution
Applied and Computational Harmonic Analysis | 2018-08-30 | Paper |
| Optimal bail-out dividends problem with transaction cost and capital injection constraint | 2018-08-06 | Paper |
On reachability of Markov chains: A long-run average approach
(available as arXiv preprint) | 2018-05-31 | Paper |
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Insurance Mathematics & Economics | 2018-04-12 | Paper |
| Compressive sensing and truncated moment problems on spheres | 2017-10-25 | Paper |
Compressed sensing of data with a known distribution
(available as arXiv preprint) | 2016-03-17 | Paper |
Optimal dividend payments under a time of ruin constraint: exponential claims
Insurance Mathematics & Economics | 2015-12-14 | Paper |
| Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics | 2014-11-04 | Paper |
| An $(\underline{s},\overline{s},S)$ optimal maintenance policy for systems subject to shocks and progressive deterioration | 2014-09-18 | Paper |
The maximum cut problem on blow-ups of multiprojective spaces
Journal of Algebraic Combinatorics | 2014-02-03 | Paper |
Optimal execution strategy in the presence of permanent price impact and fixed transaction cost
Optimal Control Applications & Methods | 2013-11-26 | Paper |
| Optimal Maintenance Policy for a Compound Poisson Shock Model | 2012-08-06 | Paper |
| Stochastic impulse control on optimal execution with price impact and transaction cost | 2011-03-17 | Paper |
