Asaf Cohen

According to our database, Asaf Cohen authored at least 19 papers between 2013 and 2026.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2026

Conditional Diffusion Under Linear Constraints: Langevin Mixing and Information-Theoretic Guarantees.

Ahmad Aghapour, Erhan Bayraktar, Asaf Cohen

CoRR, May, 2026

Uniform-in-Time Convergence Rates to a Nonlinear Markov Chain for Mean-Field Interacting Jump Processes.

Asaf Cohen, Ethan Huffman

SIAM J. Control. Optim., 2026

Asymptotic Nash Equilibria of Finite-State Ergodic Markovian Mean Field Games.

Asaf Cohen, Ethan C. Zell

Math. Oper. Res., 2026

2024

Deep Backward and Galerkin Methods for the Finite State Master Equation.

Asaf Cohen, Mathieu Laurière, Ethan C. Zell

J. Mach. Learn. Res., 2024

2023

A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets.

Erhan Bayraktar, Asaf Cohen, April Nellis

SIAM J. Financial Math., December, 2023

Optimal Dividends Under Model Uncertainty.

Prakash Chakraborty, Asaf Cohen, Virginia R. Young

SIAM J. Financial Math., June, 2023

Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations.

Chuhao Sun, Asaf Cohen, James Stokes, Shravan K. Veerapaneni

CoRR, 2023

2022

Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of <i>N</i>-Player Weighted Games.

Erhan Bayraktar, Alekos Cecchin, Asaf Cohen, François Delarue

Math. Oper. Res., November, 2022

Optimal Ergodic Harvesting under Ambiguity.

Asaf Cohen, Alexandru Hening, Chuhao Sun

SIAM J. Control. Optim., 2022

Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing.

Tianchen Zhao, Chuhao Sun, Asaf Cohen, James Stokes, Shravan K. Veerapaneni

CoRR, 2022

Learning-based Optimal Admission Control in a Single Server Queuing System.

Yili Zhang, Asaf Cohen, Vijay G. Subramanian

Proceedings of the 58th Annual Allerton Conference on Communication, 2022

2021

Optimal Dividend Problem: Asymptotic Analysis.

Asaf Cohen, Virginia R. Young

SIAM J. Financial Math., 2021

On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology.

Asaf Cohen

SIAM J. Control. Optim., 2021

2019

Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty.

Asaf Cohen

Math. Oper. Res., 2019

2018

Analysis of a Finite State Many Player Game Using Its Master Equation.

Erhan Bayraktar, Asaf Cohen

SIAM J. Control. Optim., 2018

A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method.

Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen

SIAM J. Control. Optim., 2018

2016

A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime.

Rami Atar, Asaf Cohen

Math. Oper. Res., 2016

2015

Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise.

Asaf Cohen

Math. Oper. Res., 2015

2013

Bandit Problems with Lévy Processes.

Asaf Cohen, Eilon Solan

Math. Oper. Res., 2013