Pekka Matomäki
From MaRDI portal
Person:1935957
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 |
|---|---|---|
| Optimal variance stopping with linear diffusions Stochastic Processes and their Applications | 2020-04-07 | Paper |
| Expected supremum representation of the value of a singular stochastic control problem SIAM Journal on Control and Optimization | 2018-01-04 | Paper |
| Expected Supremum Representation of a Class of Single Boundary Stopping Problems | 2017-03-15 | Paper |
| Expected Supremum Representation and Optimal Stopping | 2015-05-07 | Paper |
| A class of solvable optimal stopping problems of spectrally negative jump diffusions SIAM Journal on Control and Optimization | 2014-11-21 | Paper |
| Optimal stopping of the maximum process Journal of Applied Probability | 2014-10-15 | Paper |
| A Dynkin game with asymmetric information Stochastics | 2014-04-17 | Paper |
| Optimal stopping and control near boundaries | 2013-08-12 | Paper |
| On solvability of a two-sided singular control problem Mathematical Methods of Operations Research | 2013-02-20 | Paper |
Research outcomes over time
This page was built for person: Pekka Matomäki
