Roxana Dumitrescu
According to our database1,
Roxana Dumitrescu
authored at least 8 papers
between 2015 and 2024.
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Collaborative distances:
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Book In proceedings Article PhD thesis Dataset OtherLinks
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Bibliography
2024
MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts.
Ann. Oper. Res., May, 2024
Deep learning algorithms for FBSDEs with jumps: Applications to option pricing and a MFG model for smart grids.
CoRR, 2024
2020
SIAM J. Control. Optim., 2020
2018
Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps.
J. Optim. Theory Appl., 2018
2017
2016
A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with <i>E</i><sup>f</sup>-expectations.
SIAM J. Control. Optim., 2016
J. Comput. Appl. Math., 2016
2015
J. Optim. Theory Appl., 2015