P. Azimzadeh

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
A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions Applied Mathematics and Optimization	2019-06-19	Paper
High order Bellman equations and weakly chained diagonally dominant tensors SIAM Journal on Matrix Analysis and Applications	2019-03-12	Paper
Hedging costs for variable annuities under regime-switching International Series in Operations Research & Management Science	2018-12-21	Paper
A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix Mathematics of Computation	2018-12-05	Paper
Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities SIAM Journal on Control and Optimization	2018-11-09	Paper
Impulse Control in Finance: Numerical Methods and Viscosity Solutions	2017-12-05	Paper
Weakly chained matrices, policy iteration, and impulse control SIAM Journal on Numerical Analysis	2016-05-10	Paper
The existence of optimal bang-bang controls for GMxB contracts SIAM Journal on Financial Mathematics	2015-05-15	Paper

Research outcomes over time

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