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researcher

M. Sîrbu

19 papers hereh-index 14717 citations40 works total

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

author position
  • sole author4
  • middle author3
  • last author12

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR9
  • math.OC5
  • q-fin.PM3
  • math.CA1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedSensitivity analysis of utility-based prices and risk-tolerance wealth processes

89 citations · 145 across the 17 of their papers we have counts for

collaborators
Showing 2013 · math.OCShow all

2 papers · 2 filters

math.OC2013

On martingale problems with continuous-time mixing and values of zero-sum games without Isaacs condition

Mihai Sîrbu

We consider a zero-sum stochastic differential game over elementary mixed feed-back strategies. These are strategies based only on the knowledge of the past state, randomized conti…

math.OC2013★ 2 cited

Stochastic Perron's method and elementary strategies for zero-sum differential games

Mihai Sîrbu

We develop here the Stochastic Perron Method in the framework of two-player zero-sum differential games. We consider the formulation of the game where both players play, symmetrica…

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