Asaf Cohen
Orcid: 0000000292117956Affiliations:
 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 database^{1},
Asaf Cohen
authored at least 15 papers
between 2013 and 2023.
Collaborative distances:
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Bibliography
2023
A Neural Network Approach to HighDimensional Optimal Switching Problems with Jumps in Energy Markets.
SIAM J. Financial Math., December, 2023
SIAM J. Financial Math., June, 2023
CoRR, 2023
2022
Finite State Mean Field Games with WrightFisher Common Noise as Limits of <i>N</i>Player Weighted Games.
Math. Oper. Res., November, 2022
SIAM J. Control. Optim., 2022
Quantuminspired 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. Financial Math., 2021
On Singular Control Problems, the TimeStretching Method, and the WeakM1 Topology.
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 ModerateDeviation HeavyTraffic Regime.
Math. Oper. Res., 2016
2015
Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise.
Math. Oper. Res., 2015
2013
Math. Oper. Res., 2013