Parsiad Azimzadeh

Available identifiers

zbMath Open azimzadeh.parsiadMaRDI QIDQ2422347

List of research outcomes

Publication	Date of Publication	Type
A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions	2019-06-19	Paper
High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors	2019-03-12	Paper
Hedging Costs for Variable Annuities Under Regime-Switching	2018-12-21	Paper
A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix	2018-12-05	Paper
Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities	2018-11-09	Paper
Impulse Control in Finance: Numerical Methods and Viscosity Solutions	2017-12-05	Paper
Weakly Chained Matrices, Policy Iteration, and Impulse Control	2016-05-10	Paper
The Existence of Optimal Bang-Bang Controls for GMxB Contracts	2015-05-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Parsiad Azimzadeh