Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes. - Milan Kumar Das; Anindya Goswami; Nimit Rana (SIAM J. Control. Optim., 2018)

Stochastic Modified Flows for Riemannian Stochastic Gradient Descent. - Benjamin Gess; Sebastian Kassing; Nimit Rana (SIAM J. Control. Optim., 2024)