| Publication | Date of Publication | Type |
|---|
| Quantum-inspired variational algorithms for partial differential equations: application to financial derivative pricing | 2024-04-12 | Paper |
| A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets | 2023-11-23 | Paper |
| Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations | 2023-11-20 | Paper |
| Optimal Dividends Under Model Uncertainty | 2023-06-01 | Paper |
| Analysis of the finite-state ergodic master equation | 2023-04-03 | Paper |
| Finite State Mean Field Games with Wright–Fisher Common Noise as Limits ofN-Player Weighted Games | 2023-01-09 | Paper |
| Optimal ergodic harvesting under ambiguity | 2022-04-27 | Paper |
| Analysis of the Finite-State Ergodic Master Equation | 2022-04-11 | Paper |
| A scaling limit for utility indifference prices in the discretised Bachelier model | 2022-04-01 | Paper |
| Compute-and-Forward in Large Relaying Systems: Limitations and Asymptotically Optimal Scheduling | 2021-09-07 | Paper |
| Private Information Retrieval Over Gaussian MAC | 2021-09-07 | Paper |
| Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty | 2021-06-04 | Paper |
| Optimal dividend problem: asymptotic analysis | 2021-05-28 | Paper |
| On singular control problems, the time-stretching method, and the weak-M1 topology | 2021-03-18 | Paper |
| Finite state mean field games with Wright-Fisher common noise | 2021-03-10 | Paper |
| Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation | 2020-08-03 | Paper |
| Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty | 2020-06-18 | Paper |
| Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty | 2020-03-12 | Paper |
| Universal Randomized Guessing With Application to Asynchronous Decentralized Brute–Force Attacks | 2020-01-28 | Paper |
| SINR diagram with interference cancellation | 2019-05-10 | Paper |
| Rate control under heavy traffic with strategic servers | 2019-03-20 | Paper |
| Serve the shortest queue and Walsh Brownian motion | 2019-03-20 | Paper |
| A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method | 2018-11-09 | Paper |
| Analysis of a Finite State Many Player Game Using Its Master Equation | 2018-10-08 | Paper |
| The Ergodic Capacity of the Multiple Access Channel Under Distributed Scheduling - Order Optimality of Linear Receivers | 2018-09-19 | Paper |
| Risk sensitive control of the lifetime ruin problem | 2018-05-31 | Paper |
| Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime | 2018-01-04 | Paper |
| Lossless Coding of Correlated Sources With Actions | 2017-06-08 | Paper |
| Capacity of Distributed Opportunistic Scheduling in Nonhomogeneous Networks | 2017-05-16 | Paper |
| Minimizing lifetime poverty with a penalty for bankruptcy | 2016-11-21 | Paper |
| A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime | 2016-11-16 | Paper |
| A simpler variant of universally composable security for standard multiparty computation | 2015-12-10 | Paper |
| Parameter estimation: the proper way to use Bayesian posterior processes with Brownian noise | 2015-05-29 | Paper |
| Sensor networks: from dependence analysis via matroid bases to online synthesis | 2014-09-18 | Paper |
| Bandit problems with Lévy processes | 2014-07-11 | Paper |
| Bandit problems with Levy payoff processes | 2009-06-04 | Paper |
| Scanning and Sequential Decision Making for Multidimensional Data—Part II: The Noisy Case | 2009-02-24 | Paper |
| Lower Bounds on the Error Probability of Block Codes Based on Improvements on de Caen's Inequality | 2008-12-21 | Paper |
| Scanning and Sequential Decision Making for Multidimensional Data–Part I: The Noiseless Case | 2008-12-21 | Paper |
| Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria | N/A | Paper |
| Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games | N/A | Paper |
