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20162026
most citedOptimal control under uncertainty: Application to the issue of CAT bonds

1 citations · 1 across the 4 of their papers we have counts for

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math.OC2024

Optimal control under unknown intensity with Bayesian learning

Nicolas Baradel, Quentin Cormier

We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown paramet…

math.OC2018★ 1 cited

Optimal control under uncertainty: Application to the issue of CAT bonds

Nicolas Baradel

We propose a general framework for studying optimal issue of CAT bonds in the presence of uncertainty on the parameters. In particular, the intensity of arrival of natural disaster…