6 citations · 18 across the 16 of their papers we have counts for
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math.ST2021★ 5 cited
Learning to reflect: A unifying approach for data-driven stochastic control strategies
Sören Christensen, Claudia Strauch, Lukas Trottner
Stochastic optimal control problems have a long tradition in applied probability, with the questions addressed being of high relevance in a multitude of fields. Even though theoret…
math.PR2021★ 2 cited
Stability of overshoots of Markov additive processes
Leif Döring, Lukas Trottner
We prove precise stability results for overshoots of Markov additive processes (MAPs) with finite modulating space. Our approach is based on the Markovian nature of overshoots of M…