Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs. - Maxim Bichuch (SIAM J. Financial Math., 2012)

Utility Maximization Trading Two Futures with Transaction Costs. - Maxim Bichuch; Steven E. Shreve (SIAM J. Financial Math., 2013)

Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment. - Maxim Bichuch (Finance Stochastics, 2014)

Portfolio optimization under convex incentive schemes. - Maxim Bichuch; Stephan Sturm (Finance Stochastics, 2014)

Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon. - Maxim Bichuch; Ronnie Sircar (SIAM J. Control. Optim., 2017)

Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon. - Maxim Bichuch; Ronnie Sircar (SIAM J. Control. Optim., 2019)

Optimization of Fire Sales and Borrowing in Systemic Risk. - Maxim Bichuch; Zachary Feinstein (SIAM J. Financial Math., 2019)

On the Value of Energy Storage in Generation Cost Reduction. - Yue Shen; Maxim Bichuch; Enrique Mallada (ECC, 2020)

Model-free Learning of Regions of Attraction via Recurrent Sets. - Yue Shen; Maxim Bichuch; Enrique Mallada (CDC, 2022)

Prospective Learning: Back to the Future. - Joshua T. Vogelstein; Timothy D. Verstynen; Konrad P. Kording; Leyla Isik; John W. Krakauer; Ralph Etienne-Cummings; Elizabeth L. Ogburn; Carey E. Priebe; Randal C. Burns; Kwame S. Kutten; James J. Knierim; James B. Potash; et al. (CoRR, 2022)

A repo model of fire sales with VWAP and LOB pricing mechanisms. - Maxim Bichuch; Zachary Feinstein (Eur. J. Oper. Res., 2022)

Endogenous Inverse Demand Functions. - Maxim Bichuch; Zachary Feinstein (Oper. Res., 2022)

Optimal Switching between Locking Down and Opening the Economy Because of an Infection. - Maxim Bichuch (SIAM J. Control. Optim., 2022)

Prospective Learning: Principled Extrapolation to the Future. - Ashwin De Silva; Rahul Ramesh; Lyle H. Ungar; Marshall G. Hussain Shuler; Noah J. Cowan; Michael L. Platt; Chen Li; Leyla Isik; Seung-Eon Roh; Adam S. Charles; Archana Venkataraman; Brian Caffo; et al. (CoLLAs, 2023)

Decentralized payment clearing using blockchain and optimal bidding. - Hamed Amini; Maxim Bichuch; Zachary Feinstein (Eur. J. Oper. Res., 2023)

A Stackelberg Mean Field Game for Green Regulator with a Large Number of Prosumers. - Maxim Bichuch; Gökçe Dayanikli; Mathieu Laurière (ACC, 2025)