3 citations · 4 across the 3 of their papers we have counts for
4 papers
Moment-SOS hierarchy and exit time of stochastic processes
Didier Henrion, Mauricio Junca, Mauricio Velasco
The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equat…
Optimal bail-out dividends problem with transaction cost and capital injection constraint
Mauricio Junca, Harold Moreno-Franco, José Luis Pérez
We consider the bail-out optimal dividend problem under fixed transaction costs for a Lévy risk model. Furthermore, we consider the version with a constraint expected net present v…
Compressive sensing and truncated moment problems on spheres
Hernán García, Camilo Hernández, Mauricio Junca +1
We propose convex optimization algorithms to recover a good approximation of a point measure on the unit sphere from its moments with respect to a set…
The maximum cut problem on blow-ups of multiprojective spaces
Mauricio Junca Mauricio Velasco
The maximum cut problem for a quintic del Pezzo surface asks: Among all partitions of the 10 exceptional curves into two disjoint sets, what is the lar…