| Publication | Date of Publication | Type |
|---|
An exact bandit model for the risk-volatility tradeoff
Journal of Dynamics and Games | 2024-11-26 | Paper |
IMITATION, PROXIMITY, AND GROWTH — A COLLECTIVE SWARM DYNAMICS APPROACH
Advances in Complex Systems | 2024-03-27 | Paper |
| An exact bandit model for the risk-volatility tradeoff | 2023-11-22 | Paper |
Can one hear the shape of a target zone?
Journal of Mathematical Economics | 2023-08-15 | Paper |
Mean-field games and swarms dynamics in Gaussian and non-Gaussian environments
Journal of Dynamics and Games | 2020-05-12 | Paper |
Increasing risk: dynamic mean-preserving spreads
Journal of Mathematical Economics | 2020-03-06 | Paper |
On jump-diffusive driving noise sources. Some explicit results and applications
Methodology and Computing in Applied Probability | 2020-01-13 | Paper |
Exact soliton-like probability measures for interacting jump processes
(available as arXiv preprint) | 2015-11-18 | Paper |
Networks of self-adaptive dynamical systems
IMA Journal of Applied Mathematics | 2014-05-30 | Paper |
Local versus nonlocal barycentric interactions in 1D agent dynamics
Mathematical Biosciences and Engineering | 2014-01-30 | Paper |
Quantum random walks and piecewise deterministic evolutions
Physical Review Letters | 2013-07-11 | Paper |
Time-delayed interactions in networks of self-adapting Hopf oscillators
ISRN Mathematical Analysis | 2013-05-31 | Paper |
On a super-diffusive, nonlinear birth and death process
Physics Letters. A | 2011-09-06 | Paper |
Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
Journal of Optimization Theory and Applications | 2008-07-25 | Paper |
Market sharing dynamics between two service providers
European Journal of Operational Research | 2008-04-24 | Paper |
Explicit Gittins Indices for a Class of Superdiffusive Processes
Journal of Applied Probability | 2008-02-22 | Paper |
Self-organization of critical behavior in controlled general queueing models
Physics Letters. A | 2007-10-08 | Paper |
| An exact solution to a Kolmogorov-type model for two interacting populations | 2007-02-02 | Paper |
Cooperative flow dynamics in production lines with buffer level dependent production rates
European Journal of Operational Research | 2005-08-01 | Paper |
| scientific article; zbMATH DE number 2156732 (Why is no real title available?) | 2005-04-15 | Paper |
Relative entropy and efficiency measure for diffusion-mediated transport processes
Journal of Physics A: Mathematical and General | 2005-03-21 | Paper |
The right time to sell a stock whose price is driven by Markovian noise
The Annals of Applied Probability | 2005-03-21 | Paper |
The right time to sell a stock whose price is driven by Markovian noise
The Annals of Applied Probability | 2005-03-21 | Paper |
Stochastic control for a class of random evolution models
Applied Mathematics and Optimization | 2004-09-22 | Paper |
Optimal hysteresis for a class of deterministic deteriorating two-armed bandit problem with switching costs.
Automatica | 2004-01-26 | Paper |
Mesoscopic derivation of a fundamental diagram of one-lane traffic
Physics Letters. A | 2002-09-04 | Paper |
Optimal stopping and Gittins' indices for piecewise deterministic evolution processes
Discrete Event Dynamic Systems | 2002-04-21 | Paper |
| Non-Markovian random flows and hedging stocks in manufacturing processes | 2001-05-06 | Paper |
A solvable nonlinear reaction-diffusion model
Physics Letters. A | 2000-02-08 | Paper |
| scientific article; zbMATH DE number 1342041 (Why is no real title available?) | 1999-11-21 | Paper |
| scientific article; zbMATH DE number 1153926 (Why is no real title available?) | 1999-11-08 | Paper |
Hedging point for non-Markovian piecewise deterministic production processes
Discrete Event Dynamic Systems | 1998-12-07 | Paper |
| scientific article; zbMATH DE number 625223 (Why is no real title available?) | 1994-08-28 | Paper |
Generalized master equations and the telegrapher's equation
Physica A | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4185105 (Why is no real title available?) | 1990-01-01 | Paper |
On the origin of chaos in gearbox models
Physica D | 1988-01-01 | Paper |
Skew-Normal Diffusions
(available as arXiv preprint) | N/A | Paper |
