The following pages link to Mauricio Junca (Q896756):
Displaying 21 items.
- Optimal dividend payments under a time of ruin constraint: exponential claims (Q896757) (← links)
- Compressed sensing of data with a known distribution (Q1669057) (← links)
- A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes (Q1742706) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- The maximum cut problem on blow-ups of multiprojective spaces (Q2435039) (← links)
- Approximate super-resolution of positive measures in all dimensions (Q2659760) (← links)
- Optimal execution strategy in the presence of permanent price impact and fixed transaction cost (Q2864791) (← links)
- On Reachability of Markov Chains: A Long-Run Average Approach (Q5092089) (← links)
- Optimality of refraction strategies for a constrained dividend problem (Q5203951) (← links)
- Stochastic impulse control on optimal execution with price impact and transaction cost (Q6224221) (← links)
- Optimal Maintenance Policy for a Compound Poisson Shock Model (Q6234883) (← links)
- An $(\underline{s},\overline{s},S)$ optimal maintenance policy for systems subject to shocks and progressive deterioration (Q6254772) (← links)
- Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics (Q6256130) (← links)
- Compressed sensing of data with a known distribution (Q6271598) (← links)
- Compressive sensing and truncated moment problems on spheres (Q6293053) (← links)
- On reachability of Markov chains: A long-run average approach (Q6302386) (← links)
- Optimal bail-out dividends problem with transaction cost and capital injection constraint (Q6305119) (← links)
- Moment-SOS hierarchy and exit time of stochastic processes (Q6358338) (← links)
- Wasserstein Distributionally Robust Optimization with Expected Value Constraints (Q6382501) (← links)
- Decision-dependent Distributionally Robust Optimization (Q6428697) (← links)
- An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward (Q6446248) (← links)