Luis H. R. Alvarez E.

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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!

PublicationDate of PublicationType
Solutions for Poissonian stopping problems of linear diffusions via extremal processes
Stochastic Processes and their Applications
2024-05-06Paper
Optimal stopping and impulse control in the presence of an anticipated regime switch
Mathematical Methods of Operations Research
2023-10-25Paper
Optimal sustainable harvesting of populations in random environments
Stochastic Processes and their Applications
2022-06-20Paper
A Class of Solvable Stationary Singular Stochastic Control Problems2018-03-09Paper
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
Mathematical Methods of Operations Research
2017-12-01Paper
Expected Supremum Representation of a Class of Single Boundary Stopping Problems2017-03-15Paper
Expected Supremum Representation and Optimal Stopping2015-05-07Paper


Research outcomes over time


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