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Mauricio Junca - MaRDI portal

Mauricio Junca

From MaRDI portal
Person:896756

Available identifiers

zbMath Open junca.mauricioMaRDI QIDQ896756

List of research outcomes

PublicationDate of PublicationType
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward2023-08-03Paper
Decision-dependent Distributionally Robust Optimization2023-03-07Paper
On Reachability of Markov Chains: A Long-Run Average Approach2022-07-28Paper
Wasserstein Distributionally Robust Optimization with Expected Value Constraints2021-11-08Paper
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics2021-09-28Paper
Approximate super-resolution of positive measures in all dimensions2021-03-26Paper
Moment-SOS hierarchy and exit time of stochastic processes2021-01-15Paper
Optimality of refraction strategies for a constrained dividend problem2019-12-09Paper
Compressed sensing of data with a known distribution2018-08-30Paper
Optimal bail-out dividends problem with transaction cost and capital injection constraint2018-08-06Paper
On reachability of Markov chains: A long-run average approach2018-05-31Paper
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes2018-04-12Paper
Compressive sensing and truncated moment problems on spheres2017-10-25Paper
Compressed sensing of data with a known distribution2016-03-17Paper
Optimal dividend payments under a time of ruin constraint: exponential claims2015-12-14Paper
Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics2014-11-04Paper
An $(\underline{s},\overline{s},S)$ optimal maintenance policy for systems subject to shocks and progressive deterioration2014-09-18Paper
The maximum cut problem on blow-ups of multiprojective spaces2014-02-03Paper
Optimal execution strategy in the presence of permanent price impact and fixed transaction cost2013-11-26Paper
Optimal Maintenance Policy for a Compound Poisson Shock Model2012-08-06Paper
Stochastic impulse control on optimal execution with price impact and transaction cost2011-03-17Paper

Research outcomes over time


Doctoral students

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