9 citations · 11 across the 3 of their papers we have counts for
3 papers
Brownian particles controlled by their occupation measure
Loïc Béthencourt, Rémi Catellier, Etienne Tanré
In this article, we study a finite horizon linear-quadratic stochastic control problem for Brownian particles, where the cost functions depend on the state and the occupation measu…
Optimal stopping problems for some Markov processes
Mamadou Cissé, Pierre Patie, Etienne Tanré
In this paper, we solve explicitly the optimal stopping problem with random discounting and an additive functional as cost of observations for a regular linear diffusion. We also e…
Mathematical model for resistance and optimal strategy
Blandine Berard Bergery, Christophe Profeta, Etienne Tanré
We propose a mathematical model for one pattern of charts studied in technical analysis: in a phase of consolidation, the price of a risky asset goes down times after hitting a…