default search action
Asaf Cohen 0003
Person information
- affiliation: University of Haifa, Department of Statistics, Israel
- affiliation (2014 - 2017): University of Michigan, Ann Arbor, MI, USA
- affiliation (2013 - 2014): Technicon, Haifa, Israel
- affiliation (PhD 2013): Tel Aviv University, Israel
Other persons with the same name
- Asaf Cohen 0001
— Ben-Gurion University, Israel
- Asaf Cohen 0002 — Bar-Ilan University, Israel
- Asaf Cohen 0004 — Intel Advanced Analytics
- Asaf Cohen 0005
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
- [j12]Prakash Chakraborty, Asaf Cohen
Optimal Dividends Under Model Uncertainty. SIAM J. Financial Math. 14(2): 497-524 (2023) - [j11]Erhan Bayraktar
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets. SIAM J. Financial Math. 14(4): 1028-1061 (2023) - [i2]Chuhao Sun, Asaf Cohen, James Stokes, Shravan K. Veerapaneni:
Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations. CoRR abs/2311.12239 (2023) - 2022
- [j10]Erhan Bayraktar
Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of N-Player Weighted Games. Math. Oper. Res. 47(4): 2840-2890 (2022) - [j9]Asaf Cohen
Optimal Ergodic Harvesting under Ambiguity. SIAM J. Control. Optim. 60(2): 1039-1063 (2022) - [c1]Yili Zhang, Asaf Cohen, Vijay G. Subramanian
Learning-based Optimal Admission Control in a Single Server Queuing System. Allerton 2022: 1-2 - [i1]Tianchen Zhao, Chuhao Sun, Asaf Cohen, James Stokes, Shravan K. Veerapaneni:
Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing. CoRR abs/2207.10838 (2022) - 2021
- [j8]Asaf Cohen
On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology. SIAM J. Control. Optim. 59(1): 50-77 (2021) - [j7]Asaf Cohen
Optimal Dividend Problem: Asymptotic Analysis. SIAM J. Financial Math. 12(1): 29-46 (2021)
2010 – 2019
- 2019
- [j6]Asaf Cohen
Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty. Math. Oper. Res. 44(2): 739-766 (2019) - 2018
- [j5]Erhan Bayraktar
Analysis of a Finite State Many Player Game Using Its Master Equation. SIAM J. Control. Optim. 56(5): 3538-3568 (2018) - [j4]Erhan Bayraktar
A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method. SIAM J. Control. Optim. 56(6): 4017-4044 (2018) - 2016
- [j3]Rami Atar, Asaf Cohen:
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime. Math. Oper. Res. 41(4): 1354-1380 (2016) - 2015
- [j2]Asaf Cohen
Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise. Math. Oper. Res. 40(2): 361-389 (2015) - 2013
- [j1]Asaf Cohen
Bandit Problems with Lévy Processes. Math. Oper. Res. 38(1): 92-107 (2013)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from ,
, and
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and
to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-10-12 22:57 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by: