| Publication | Date of Publication | Type |
|---|
Euler-Maruyama method for regime switching stochastic differential equations with Hölder coefficients
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Asymptotic behavior for a stochastic behavioral change SIR model
Journal of Mathematical Analysis and Applications | 2024-05-14 | Paper |
Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games
Applied Mathematics and Optimization | 2024-02-08 | Paper |
A general stochastic maximum principle for mean-field controls with regime switching
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
Banach Center Publications | 2021-05-20 | Paper |
A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
ESAIM: Control, Optimisation and Calculus of Variations | 2020-10-16 | Paper |
An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions
Journal of Computational and Applied Mathematics | 2020-01-31 | Paper |
On laws of large numbers for systems with mean-field interactions and Markovian switching
Stochastic Processes and their Applications | 2020-01-24 | Paper |
On mean field systems with multi-classes
Discrete and Continuous Dynamical Systems | 2020-01-03 | Paper |
| Linear-Quadratic Mean Field Social Optimization with a Major Player | 2019-04-05 | Paper |
Tamed-Euler method for hybrid stochastic differential equations with Markovian switching
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Milstein-type procedures for numerical solutions of stochastic differential equations with Markovian switching
SIAM Journal on Numerical Analysis | 2017-05-24 | Paper |
Mean field games for stochastic growth with relative utility
Applied Mathematics and Optimization | 2017-04-03 | Paper |
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems
Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis | 2016-06-22 | Paper |
Near optimality and near equilibrium for controlled systems with wideband noise for hybrid systems
Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis | 2016-06-22 | Paper |
| Numerical Methods for Linear Diffusion Equations in the Presence of an Interface | 2013-10-30 | Paper |
Linear-quadratic-Gaussian mixed games with continuum-parametrized minor players
SIAM Journal on Control and Optimization | 2013-02-21 | Paper |
Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
Nonlinear Analysis. Real World Applications | 2012-06-10 | Paper |
Asymptotic properties of hybrid random processes modulated by Markov chains
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-05-20 | Paper |
Pathwise convergence rate for numerical solutions of stochastic differential equations
IMA Journal of Numerical Analysis | 2012-05-04 | Paper |
Asymptotic properties of Markov-modulated random sequences with fast and slow timescales
Stochastics | 2011-03-11 | Paper |
Weak convergence of Markov-modulated random sequences
Stochastics | 2011-03-11 | Paper |
Temperley-Lieb Crystals
(available as arXiv preprint) | N/A | Paper |
Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs
(available as arXiv preprint) | N/A | Paper |
