Asaf Cohen

Orcid: 0000-0002-9211-7956

Affiliations:
  • University of Haifa, Department of Statistics, Israel
  • University of Michigan, Ann Arbor, MI, USA (2014 - 2017)
  • Technicon, Haifa, Israel (2013 - 2014)
  • Tel Aviv University, Israel (PhD 2013)


According to our database1, Asaf Cohen authored at least 15 papers between 2013 and 2023.

Collaborative distances:

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2023
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets.
SIAM J. Financial Math., December, 2023

Optimal Dividends Under Model Uncertainty.
SIAM J. Financial Math., June, 2023

Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations.
CoRR, 2023

2022
Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of <i>N</i>-Player Weighted Games.
Math. Oper. Res., November, 2022

Optimal Ergodic Harvesting under Ambiguity.
SIAM J. Control. Optim., 2022

Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing.
CoRR, 2022

Learning-based Optimal Admission Control in a Single Server Queuing System.
Proceedings of the 58th Annual Allerton Conference on Communication, 2022

2021
Optimal Dividend Problem: Asymptotic Analysis.
SIAM J. Financial Math., 2021

On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology.
SIAM J. Control. Optim., 2021

2019
Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty.
Math. Oper. Res., 2019

2018
Analysis of a Finite State Many Player Game Using Its Master Equation.
SIAM J. Control. Optim., 2018

A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method.
SIAM J. Control. Optim., 2018

2016
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime.
Math. Oper. Res., 2016

2015
Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise.
Math. Oper. Res., 2015

2013
Bandit Problems with Lévy Processes.
Math. Oper. Res., 2013


  Loading...