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researcher

Alexander Schied

44 papers hereh-index 337.7k citations122 works total

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

author position
  • sole author6
  • first author9
  • middle author9
  • last author20

Across the 44 of 44 papers where every author was matched, so the position is known.

fields
  • math.PR14
  • q-fin.TR10
  • math.OC4
  • math.ST3
  • q-fin.MF3
  • q-fin.PM3
same name
  • Alexander Schied — 5 papers, h 1
  • Alexander Schied — 1 paper
  • Alexander Schied — 1 paper, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
19982025
most citedOn the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals

74 citations · 184 across the 30 of their papers we have counts for

collaborators
Showing 2012 · math.OCShow all

1 paper · 2 filters

math.OC2012

Capacitary measures for completely monotone kernels via singular control

Aurélien Alfonsi, Alexander Schied

We give a singular control approach to the problem of minimizing an energy functional for measures with given total mass on a compact real interval, when energy is defined in terms…

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