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Roxana Dumitrescu

Identifiers

  • name variant Roxana Dumitrescu 0.60 · backfill

Papers (11)

  1. A Rank-Based Reward between a Principal and a Field of Agents: Application to Energy Savings math.OC · 2022 · author #3
  2. Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps math.NA · 2018 · author #1
  3. American options in an imperfect market with default q-fin.PR · 2017 · author #1
  4. Stochastic control of mean-field SPDEs with jumps math.OC · 2017 · author #1
  5. BSDEs with default jump q-fin.PR · 2016 · author #1
  6. BSDEs with nonlinear weak terminal condition math.PR · 2016 · author #1
  7. Game options in an imperfect market with default q-fin.MF · 2015 · author #1
  8. Mixed generalized Dynkin game and stochastic control in a Markovian framework math.OC · 2015 · author #1
  9. A Weak Dynamic Programming Principle for Combined Optimal Stopping and Stochastic Control with $\mathcal{E}^f$- expectations math.OC · 2014 · author #1
  10. Optimal stopping for dynamic risk measures with jumps and obstacle problems math.OC · 2014 · author #1
  11. Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps math.PR · 2013 · author #1

Mentions

  • 1310.2764 #1 · backfill · confidence 0.70 Roxana Dumitrescu

Frequent Coauthors