A. Max Reppen

According to our database, A. Max Reppen authored at least 7 papers between 2017 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2022

Stochastic Control of Optimized Certainty Equivalents.

Julio D. Backhoff Veraguas, A. Max Reppen, Ludovic Tangpi

SIAM J. Financial Math., September, 2022

2021

Discrete Dividend Payments in Continuous Time.

Jussi Keppo, A. Max Reppen, H. Mete Soner

Math. Oper. Res., 2021

2020

Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions.

Matteo Burzoni, Vincenzo Ignazio, A. Max Reppen, H. Mete Soner

SIAM J. Control. Optim., 2020

Bias-Variance Trade-off and Overlearning in Dynamic Decision Problems.

A. Max Reppen, H. Mete Soner

CoRR, 2020

Identifying Reward Functions using Anchor Actions.

Sinong Geng, Houssam Nassif, Carlos A. Manzanares, A. Max Reppen, Ronnie Sircar

CoRR, 2020

Deep PQR: Solving Inverse Reinforcement Learning using Anchor Actions.

Sinong Geng, Houssam Nassif, Carlos A. Manzanares, A. Max Reppen, Ronnie Sircar

Proceedings of the 37th International Conference on Machine Learning, 2020

2017

Optimal Consumption and Investment with Fixed and Proportional Transaction Costs.

Albert Altarovici, A. Max Reppen, H. Mete Soner

SIAM J. Control. Optim., 2017