Optimal Consumption and Investment with Fixed and Proportional Transaction Costs. - Albert Altarovici; A. Max Reppen; H. Mete Soner (SIAM J. Control. Optim., 2017)

Deep PQR: Solving Inverse Reinforcement Learning using Anchor Actions. - Sinong Geng; Houssam Nassif; Carlos A. Manzanares; A. Max Reppen; Ronnie Sircar (ICML, 2020)

Identifying Reward Functions using Anchor Actions. - Sinong Geng; Houssam Nassif; Carlos A. Manzanares; A. Max Reppen; Ronnie Sircar (CoRR, 2020)

Bias-Variance Trade-off and Overlearning in Dynamic Decision Problems. - A. Max Reppen; H. Mete Soner (CoRR, 2020)

Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions. - Matteo Burzoni; Vincenzo Ignazio; A. Max Reppen; H. Mete Soner (SIAM J. Control. Optim., 2020)

Discrete Dividend Payments in Continuous Time. - Jussi Keppo; A. Max Reppen; H. Mete Soner (Math. Oper. Res., 2021)

Stochastic Control of Optimized Certainty Equivalents. - Julio D. Backhoff Veraguas; A. Max Reppen; Ludovic Tangpi (SIAM J. Financial Math., 2022)

A Mean Field Games Model for Cryptocurrency Mining. - Zongxi Li; A. Max Reppen; Ronnie Sircar (Manag. Sci., 2024)