Mihai Sîrbu
Affiliations:- Department of Mathematics, Carnegie Mellon University, Pittsburgh, USA
According to our database1,
Mihai Sîrbu
authored at least 13 papers
between 2001 and 2020.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2020
Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model.
SIAM J. Financial Math., 2020
2018
Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians.
SIAM J. Control. Optim., 2018
2015
Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control.
SIAM J. Control. Optim., 2015
2014
On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition.
SIAM J. Control. Optim., 2014
Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games.
SIAM J. Control. Optim., 2014
2013
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs.
SIAM J. Control. Optim., 2013
SIAM J. Control. Optim., 2013
2012
SIAM J. Control. Optim., 2012
2011
Probabilistic Perron's method and verification without smoothness using viscosity comparison: the linear case
CoRR, 2011
2009
Finance Stochastics, 2009
2006
2004
2001
Null controllability of an infinite dimensional SDE with state- and control-dependent noise.
Syst. Control. Lett., 2001