Robust Utility Maximization in Discrete-Time Markets with Friction. - Ariel Neufeld; Mario Sikic (SIAM J. Control. Optim., 2018)

Nonconcave robust optimization with discrete strategies under Knightian uncertainty. - Ariel Neufeld; Mario Sikic (Math. Methods Oper. Res., 2019)

Markov Decision Processes under Model Uncertainty. - Ariel Neufeld; Julian Sester; Mario Sikic (CoRR, 2022)