Emel Savku

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An approach for regime-switching stochastic control problems with memory and terminal conditions Optimization	2026-03-06	Paper
Deep-control of memory via stochastic optimal control and deep learning	2026-03-04	Paper
Memory and anticipation: two main theorems for Markov regime-switching stochastic processes Stochastics	2026-01-16	Paper
Memory and Anticipation: Two main theorems for Markov regime-switching stochastic processes	2023-02-27	Paper
A stochastic control approach for constrained stochastic differential games with jumps and regimes	2023-01-30	Paper
A stochastic control approach for constrained stochastic differential games with jumps and regimes (available as arXiv preprint)	2023-01-01	Paper
Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market Annals of Operations Research	2022-06-13	Paper
A regime-switching model with applications to finance: Markovian and non-Markovian cases	2021-12-07	Paper
A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance Journal of Optimization Theory and Applications	2018-11-27	Paper

Research outcomes over time

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