Asaf Cohen
Orcid: 0000-0002-9211-7956Affiliations:
- University of Haifa, Department of Statistics, Israel
- University of Michigan, Ann Arbor, MI, USA (2014 - 2017)
- Technicon, Haifa, Israel (2013 - 2014)
- Tel Aviv University, Israel (PhD 2013)
According to our database1,
Asaf Cohen
authored at least 15 papers
between 2013 and 2023.
Collaborative distances:
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Bibliography
2023
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets.
SIAM J. Financial Math., December, 2023
CoRR, 2023
2022
Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of <i>N</i>-Player Weighted Games.
Math. Oper. Res., November, 2022
Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing.
CoRR, 2022
Proceedings of the 58th Annual Allerton Conference on Communication, 2022
2021
SIAM J. Control. Optim., 2021
2019
Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty.
Math. Oper. Res., 2019
2018
SIAM J. Control. Optim., 2018
A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method.
SIAM J. Control. Optim., 2018
2016
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime.
Math. Oper. Res., 2016
2015
Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise.
Math. Oper. Res., 2015
2013