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Christopher W. Miller

5 papers hereh-index 4127 citations8 works total

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

author position
  • sole author2
  • first author2
  • last author1

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • q-fin.MF1
same name
  • Christopher W. Miller — 1 paper, h 7

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

most citedOptimal Control of Conditional Value-at-Risk in Continuous Time

59 citations · 60 across the 3 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

1 paper · 1 filter

q-fin.MF2016★ 1 cited

A Duality Result for Robust Optimization with Expectation Constraints

Christopher W. Miller

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitra…

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