Christopher W. Miller

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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!

PublicationDate of PublicationType
Distribution-constrained optimal stopping
Mathematical Finance
2019-05-08Paper
Optimal Control of Conditional Value-at-Risk in Continuous Time
SIAM Journal on Control and Optimization
2017-05-24Paper
Nonlinear PDE approach to time-inconsistent optimal stopping
SIAM Journal on Control and Optimization
2017-03-17Paper
Stochastic collocation with kernel density estimation
Computer Methods in Applied Mechanics and Engineering
2017-01-24Paper
Modeling the basic arrival structure of a 400 Hz acoustic pulse through the South China Sea basin
Journal of Computational Acoustics
2013-08-09Paper
Assessment of collocation and Galerkin approaches to linear diffusion equations with random data
International Journal for Uncertainty Quantification
2011-09-23Paper


Research outcomes over time


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