Alin A. Carsteanu

According to our database, Alin A. Carsteanu authored at least 4 papers between 2017 and 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

Continuous-time mean variance portfolio with transaction costs: a proximal approach involving time penalization.

Mauricio García-Galicia, Alin A. Carsteanu, Julio B. Clempner

Int. J. Gen. Syst., 2019

Continuous-time reinforcement learning approach for portfolio management with time penalization.

Mauricio García-Galicia, Alin A. Carsteanu, Julio B. Clempner

Expert Syst. Appl., 2019

2018

Solving Stackelberg security Markov games employing the bargaining Nash approach: Convergence analysis.

Daniel Guerrero, Alin A. Carsteanu, Julio B. Clempner

Comput. Secur., 2018

2017

An iterative method for solving stackelberg security games: A Markov games approach.

Daniel Guerrero, Alin A. Carsteanu, Rocio Huerta, Julio B. Clempner

Proceedings of the 14th International Conference on Electrical Engineering, 2017