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researcher

Gordan Zitkovic

30 papers hereh-index 16842 citations48 works total

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

author position
  • sole author8
  • last author22

Across the 30 of 30 papers where every author was matched, so the position is known.

fields
  • q-fin.PM9
  • math.PR7
  • math.OC3
  • math.FA2
  • q-fin.GN2
  • q-fin.MF2

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedUtility Maximization with a Stochastic Clock and an Unbounded Random Endowment

54 citations · 93 across the 23 of their papers we have counts for

collaborators
Showing 2013 · math.OCShow all

1 paper · 2 filters

math.OC2013★ 1 cited

Dynamic Programming for controlled Markov families: abstractly and over Martingale Measures

Gordan Zitkovic

We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small nu…

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