Goran Peskir

According to our database1, Goran Peskir authored at least 6 papers between 2005 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2022
On Newton's First Law of Motion.
Axioms, 2022

2021
Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment.
IEEE Trans. Smart Grid, 2021

2018
Constrained Dynamic Optimality and Binomial Terminal Wealth.
SIAM J. Control. Optim., 2018

2016
Application of sequential testing problem to online detection of transient stability status for power systems.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2008
Optimal Stopping Games for Markov Processes.
SIAM J. Control. Optim., 2008

2005
The Russian option: Finite horizon.
Finance Stochastics, 2005


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