output
19942026
most citedTraining Schrödinger's cat: quantum optimal control

779 citations

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Showing 2013Show all

51 papers · 1 filter

math.MG2013★ 9 cited

Gauge-reversing maps on cones, and Hilbert and Thompson isometries

Cormac Walsh

We show that a cone admits a gauge-reversing map if and only if it is a symmetric cone. We use this to prove that every isometry of a Hilbert geometry is a collineation unless the…

math.PR2013★ 4 cited

Random walk with heavy tail and negative drift conditioned by its minimum and final values

Vincent Bansaye, Vladimir Vatutin

We consider random walks with finite second moment which drifts to and have heavy tail. We focus on the events when the minimum and the final value of this walk belong to…

q-fin.TR2013★ 3 cited

Accelerated Share Repurchase: pricing and execution strategy

Olivier Guéant, Jiang Pu, Guillaume Royer

In this article, we consider the optimal execution problem associated to accelerated share repurchase contracts. When firms want to repurchase their own shares, they often enter su…

q-fin.PM2013★ 2 cited

Liquidation of an indivisible asset with independent investment

Emilie Fabre, Guillaume Royer, Nizar Touzi

We provide an extension of the explicit solution of a mixed optimal stopping-optimal stochastic control problem introduced by Henderson and Hobson. The problem examines wether the…

math.PR2013★ 15 cited

Interface motion in random media

Thierry Bodineau, Augusto Teixeira

We study the pinning phase transition for discrete surface dynamics in random environments. A renormalization procedure is devised to prove that the interface moves with positive v…

q-fin.TR2013

Nash equilibrium for coupling of CO2 allowances and electricity markets

Mireille Bossy, Nadia Maizi, Odile Pourtallier

In this note, we present an existence result of a Nash equilibrium between electricity producers selling their production on an electricity market and buying CO2 emission allowance…