A new proof of the discrete-time LQG optimal control theorems. - Mark H. A. Davis; Mihail Zervos (IEEE Trans. Autom. Control., 1995)

On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation. - Thomas S. Knudsen; Bernhard Meister; Mihail Zervos (Finance Stochastics, 1999)

On the Epiconvergence of Stochastic Optimization Problems. - Mihail Zervos (Math. Oper. Res., 1999)

A problem of stochastic impulse control with discretionary stopping. - Kate Duckworth; Mihail Zervos (CDC, 2000)

A Model for Investments in the Natural Resource Industry with Switching Costs. - Richard R. Lumley; Mihail Zervos (Math. Oper. Res., 2001)

A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping. - Mihail Zervos (SIAM J. Control. Optim., 2003)

A Model for Reversible Investment Capacity Expansion. - Amal Merhi; Mihail Zervos (SIAM J. Control. Optim., 2007)

A Model for Optimally Advertising and Launching a Product. - Pui Chan Lon; Mihail Zervos (Math. Oper. Res., 2011)

Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs. - Arne Løkka; Mihail Zervos (SIAM J. Control. Optim., 2013)

Optimal Execution with Multiplicative Price Impact. - Xin Guo; Mihail Zervos (SIAM J. Financial Math., 2015)

Watermark options. - Neofytos Rodosthenous; Mihail Zervos (Finance Stochastics, 2017)

An investment model with switching costs and the option to abandon. - Mihail Zervos; Carlos Oliveira 004; Kate Duckworth (Math. Methods Oper. Res., 2018)

Singular Stochastic Control Problems Motivated by the Optimal Sustainable Exploitation of an Ecosystem. - Gechun Liang; Zhesheng Liu; Mihail Zervos (SIAM J. Control. Optim., 2025)