Mauricio Junca

Available identifiers

zbMath Open junca.mauricioMaRDI QIDQ896756

List of research outcomes

Publication	Date of Publication	Type
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward	2023-08-03	Paper
Decision-dependent Distributionally Robust Optimization	2023-03-07	Paper
On Reachability of Markov Chains: A Long-Run Average Approach	2022-07-28	Paper
Wasserstein Distributionally Robust Optimization with Expected Value Constraints	2021-11-08	Paper
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics	2021-09-28	Paper
Approximate super-resolution of positive measures in all dimensions	2021-03-26	Paper
Moment-SOS hierarchy and exit time of stochastic processes	2021-01-15	Paper
Optimality of refraction strategies for a constrained dividend problem	2019-12-09	Paper
Compressed sensing of data with a known distribution	2018-08-30	Paper
Optimal bail-out dividends problem with transaction cost and capital injection constraint	2018-08-06	Paper
On reachability of Markov chains: A long-run average approach	2018-05-31	Paper
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes	2018-04-12	Paper
Compressive sensing and truncated moment problems on spheres	2017-10-25	Paper
Compressed sensing of data with a known distribution	2016-03-17	Paper
Optimal dividend payments under a time of ruin constraint: exponential claims	2015-12-14	Paper
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics	2014-11-04	Paper
An $(\underline{s},\overline{s},S)$ optimal maintenance policy for systems subject to shocks and progressive deterioration	2014-09-18	Paper
The maximum cut problem on blow-ups of multiprojective spaces	2014-02-03	Paper
Optimal execution strategy in the presence of permanent price impact and fixed transaction cost	2013-11-26	Paper
Optimal Maintenance Policy for a Compound Poisson Shock Model	2012-08-06	Paper
Stochastic impulse control on optimal execution with price impact and transaction cost	2011-03-17	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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