Pascal I. Tomecek

According to our database, Pascal I. Tomecek authored at least 5 papers between 2008 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2011

Optimal spot market inventory strategies in the presence of cost and price risk.

Xin Guo, Philip M. Kaminsky, Pascal I. Tomecek, M. Yuen

Math. Methods Oper. Res., 2011

2009

A Class of Singular Control Problems and the Smooth Fit Principle.

Xin Guo, Pascal I. Tomecek

SIAM J. Control. Optim., 2009

Time-Changed Birth Processes and Multiname Credit Derivatives.

Xiaowei Ding, Kay Giesecke, Pascal I. Tomecek

Oper. Res., 2009

2008

Connections between Singular Control and Optimal Switching.

Xin Guo, Pascal I. Tomecek

SIAM J. Control. Optim., 2008

Connecting singular control with optimal switching.

Xin Guo, Pascal I. Tomecek

Proceedings of the 47th IEEE Conference on Decision and Control, 2008