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Parsiad Azimzadeh

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2010 – 2019

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2019
[j6]
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Parsiad Azimzadeh:
A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix. Math. Comput. 88(316): 783-800 (2019)
[j5]
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Parsiad Azimzadeh, Erhan Bayraktar:
High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors. SIAM J. Matrix Anal. Appl. 40(1): 276-298 (2019)
2018
[j4]
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Parsiad Azimzadeh, Erhan Bayraktar, George Labahn:
Convergence of Implicit Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities. SIAM J. Control. Optim. 56(6): 3994-4016 (2018)
2017
[i1]
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Parsiad Azimzadeh:
A fast and stable test to check if a weakly diagonally dominant matrix is an M-matrix. CoRR abs/1701.06951 (2017)
2016
[j3]
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  - journals/orl/AzimzadehC16
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Parsiad Azimzadeh, Tommy Carpenter:
Fast Engset computation. Oper. Res. Lett. 44(3): 313-318 (2016)
[j2]
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Parsiad Azimzadeh, Peter A. Forsyth:
Weakly Chained Matrices, Policy Iteration, and Impulse Control. SIAM J. Numer. Anal. 54(3): 1341-1364 (2016)
2015
[j1]
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Parsiad Azimzadeh, Peter A. Forsyth:
The Existence of Optimal Bang-Bang Controls for GMxB Contracts. SIAM J. Financial Math. 6(1): 117-139 (2015)
2012
[c1]
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  - conf/eenergy/CarpenterSAK12
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Tommy Carpenter, Sahil Singla, Parsiad Azimzadeh, Srinivasan Keshav:
The impact of electricity pricing schemes on storage adoption in Ontario. e-Energy 2012: 18

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