24 citations · 77 across the 32 of their papers we have counts for
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math.OC2018★ 1 cited
A Pontryaghin Maximum Principle Approach For The Optimization Of Dividends/consumption Of Spectrally Negative Markov Processes, Until A Generalized Draw-down Time
Florin Avram, Dan Goreac
The first motivation of our paper is to explore further the idea that, in risk control problems, it may be profitable to base decisions both on the position of the underlying proce…
math.OC2018
Approximately Reachable Directions for Piecewise Linear Switched Systems
Dan Goreac
This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing da…
math.OC2018
Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach
Dan Goreac
Motivated by the result of invariance of regular-boundary open sets in \cite{CannarsaDaPratoFrankowska2009} and multi-stability issues in gene networks, our paper focuses on three…