most citedOrigin of atmospheric aerosols at the Pierre Auger Observatory using studies of air mass trajectories in South America

10 citations

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math.OC2025

The non-linear multiple stopping problem: between the discrete and the continuous time

Miryana Grigorova, Marie-Claire Quenez, Peng Yuan

We consider the non-linear optimal multiple stopping problem under general conditions on the non-linear evaluation operators, which might depend on two time indices: the time of ev…

math.OC2025

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk

Anna de Crescenzo, Filippo de Feo, Huyên Pham

We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly c…