Randall Martyr

Available identifiers

Publication	Date of Publication	Type
Markov risk mappings and risk-sensitive optimal prediction	2023-04-26	Paper
Discrete-time risk-aware optimal switching with non-adapted costs	2022-06-28	Paper
Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems	2021-04-16	Paper
Markov risk mappings and risk-sensitive optimal prediction	2020-01-19	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time	2019-12-09	Paper
Real option valuation of a decremental regulation service provided by electricity storage	2018-12-13	Paper
Optimal entry to an irreversible investment plan with non convex costs	2017-12-29	Paper
Nonzero-sum games of optimal stopping and generalised Nash equilibrium	2017-09-06	Paper
Solving finite time horizon Dynkin games by optimal switching	2017-01-17	Paper
Finite-Horizon Optimal Multiple Switching with Signed Switching Costs	2016-11-16	Paper
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs	2016-11-01	Paper

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