Randall Martyr

MaRDI QIDQ1687371zbMATH OpenORCIDWikidataFDO

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
Markov risk mappings and risk-sensitive optimal prediction Mathematical Methods of Operations Research	2023-04-26	Paper
Discrete-time risk-aware optimal switching with non-adapted costs Advances in Applied Probability	2022-06-28	Paper
Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems SIAM Journal on Control and Optimization	2021-04-16	Paper
Markov risk mappings and risk-sensitive optimal prediction (available as arXiv preprint)	2020-01-19	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
Real option valuation of a decremental regulation service provided by electricity storage Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences	2018-12-13	Paper
Optimal entry to an irreversible investment plan with non convex costs Mathematics and Financial Economics	2017-12-29	Paper
Nonzero-sum games of optimal stopping and generalised Nash equilibrium	2017-09-06	Paper
Solving finite time horizon Dynkin games by optimal switching Journal of Applied Probability	2017-01-17	Paper
Solving finite time horizon Dynkin games by optimal switching Journal of Applied Probability	2017-01-17	Paper
Finite-horizon optimal multiple switching with signed switching costs Mathematics of Operations Research	2016-11-16	Paper
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs Advances in Applied Probability	2016-11-01	Paper
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs Advances in Applied Probability	2016-11-01	Paper

Research outcomes over time

This page was built for person: Randall Martyr