2 citations · 8 across the 14 of their papers we have counts for
3 papers · 2 filters
Viscosity Supersolution Barriers to a Non-local Free Boundary Problem
Avetik Arakelyan, Lusine Poghosyan
We study a parabolic obstacle partial integro-differential equation (PIDE) with a dynamically moving bilateral free boundary. This type of problem arises in the mathematical modeli…
The Financial Bubble Model with Lévy Jump Processes
Avetik Arakelyan, Rafayel Barkhudaryan, Vigen Khalatyan +1
In this work we consider an extension of the Berestycki--Monneau--Scheinkman (BMS) model for speculative financial bubbles, in which the investor disagreement process is allowed to…
A Mean-Field Game Model For Large-Scale Attrition in Attacker-Defender Systems
Avetik Arakelyan, Tigran Bakaryan, Davit Alaverdyan +2
This paper proposes a novel Mean-Field Game (MFG) framework for large-scale attacker-defender systems aimed at protecting one or multiple High-Value Units (HVUs). Motivated by clas…