Ioannis Karatzas

Ioannis Karatzas

Professor of Mathematics, Columbia University
在 columbia.edu 的电子邮件经过验证
被引用次数：37466
Stochastic Analysis Stochastic Control Mathematical Finance
Alain Bensoussan

Alain Bensoussan

University of Texas at Dallas and City University Hong Kong
在 utdallas.edu 的电子邮件经过验证
被引用次数：32221
Stochastic Control Risk Management Operations Research Mathematical Finance
Andrzej Ruszczyński

Andrzej Ruszczyński

Board of Governors Professor of Rutgers University
在 business.rutgers.edu 的电子邮件经过验证
被引用次数：22733
Stochastic Programming Stochastic Optimization Nonlinear Optimization Nonlinear Programming Stochastic Control
Xunyu Zhou

Xunyu Zhou

Liu Family Professor of IEOR, Columbia University
在 columbia.edu 的电子邮件经过验证
被引用次数：17817
Reinforcement learning quantitative finance stochastic control behavioral finance
George Yin

George Yin

University of Connecticut
在 uconn.edu 的电子邮件经过验证
被引用次数：17508
stochastic approximation applied stochastic processes stochastic control stochastic optimization stochastic numerical method
Vivek Borkar

Vivek Borkar

Indian Institute of Technology Bombay
在 ee.iitb.ac.in 的电子邮件经过验证
被引用次数：16836
stochastic control Markov decision processes stochastic approximation
Lei Guo

Lei Guo

Professor in School of Automation Science and Electrical Engineering. Beihang University
在 buaa.edu.cn 的电子邮件经过验证
被引用次数：16749
nonlinear control anti-disturbance control stochastic control
TOUZI Nizar

TOUZI Nizar

Ecole Polytechnique
在 polytechnique.edu 的电子邮件经过验证
被引用次数：12682
Stochastic control Mathematical finance Monte Carlo methods
Huyên PHAM

Huyên PHAM

Professor, University Paris Diderot
在 math.univ-paris-diderot.fr 的电子邮件经过验证
被引用次数：11269
Mathematical Finance Stochastic control Numerical probabilities
Demosthenis Teneketzis

Demosthenis Teneketzis

Professor of EECS, University of Michigan
在 umich.edu 的电子邮件经过验证
被引用次数：10800
stochastic control mechanism design networks game theory discrete-event systems
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