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researcher

Marcelo J. Villena

8 papers hereh-index 11364 citations36 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author6

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • econ.GN1
  • math.OC1
  • q-fin.CP1
  • q-fin.PR1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20142020
most citedDynamic optimization and its relation to classical and quantum constrained systems

12 citations · 24 across the 8 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

q-fin.MF2016★ 12 cited

Dynamic optimization and its relation to classical and quantum constrained systems

Mauricio Contreras, Rely Pellicer, Marcelo Villena

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physica…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.