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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
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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
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