Goran Peskir

According to our database, Goran Peskir authored at least 7 papers between 2005 and 2024.

Collaborative distances:

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

2024

Quickest Detection Problems for Ornstein-Uhlenbeck Processes.

Kristoffer J. Glover, Goran Peskir

Math. Oper. Res., 2024

2022

On Newton's First Law of Motion.

Goran Peskir

Axioms, 2022

2021

Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment.

Jhonny Gonzalez, Panagiotis N. Papadopoulos, Jovica V. Milanovic, Goran Peskir, John Moriarty

IEEE Trans. Smart Grid, 2021

2018

Constrained Dynamic Optimality and Binomial Terminal Wealth.

Jesper Lund Pedersen, Goran Peskir

SIAM J. Control. Optim., 2018

2016

Application of sequential testing problem to online detection of transient stability status for power systems.

Jhonny Gonzalez, Yerkin Kitapbayev, Tingyan Guo, Jovica V. Milanovic, Goran Peskir, John Moriarty

Proceedings of the 55th IEEE Conference on Decision and Control, 2016

2008

Optimal Stopping Games for Markov Processes.

Erik Ekström, Goran Peskir

SIAM J. Control. Optim., 2008

2005

The Russian option: Finite horizon.

Goran Peskir

Finance Stochastics, 2005