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UMA)

Identifiers

  • name variant UMA) 0.60 · backfill

Papers (9)

  1. Novel Approach Towards Global Optimality of Optimal Power Flow Using Quadratic Convex Optimization math.OC · 2019 · author #2
  2. Level-set approach for Reachability Analysis of Hybrid Systems under Lag Constraints math.OC · 2012 · author #2
  3. Reachability of Delayed Hybrid Systems Using Level-set Methods math.OC · 2012 · author #2
  4. Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets q-fin.PR · 2012 · author #5
  5. A Stochastic Dynamic Principle for Hybrid Systems with Execution Delay and Decision Lags math.OC · 2012 · author #5
  6. On some expectation and derivative operators related to integral representations of random variables with respect to a PII process math.PR · 2012 · author #5
  7. A Hamilton-Jacobi approach to junction problems and application to traffic flows math.AP · 2011 · author #5
  8. Clark-Ocone type formula for non-semimartingales with finite quadratic variation math.PR · 2010 · author #2
  9. Gaussian and non-Gaussian processes of zero power variation math.PR · 2009 · author #3

Mentions

  • 1205.4089 #5 · backfill · confidence 0.70 UMA)
  • 1204.4135 #5 · backfill · confidence 0.70 UMA)
  • 1202.0619 #5 · backfill · confidence 0.70 UMA)
  • 1107.3250 #5 · backfill · confidence 0.70 UMA)
  • 1005.3608 #2 · backfill · confidence 0.70 UMA)
  • 0912.0782 #3 · backfill · confidence 0.70 UMA)

Frequent Coauthors