2 papers
math.OC2026
Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing
Burak Aydin, Emre Parmaksiz, Ronnie Sircar
We study the dynamic pricing of discrete goods over a finite selling horizon. One way to capture both the elastic and stochastic reaction of purchases to price is through a model w…
math.PR2025
Computing extreme singular values of free operators
Emre Parmaksiz, Ramon van Handel
A recent development in random matrix theory, the intrinsic freeness principle, establishes that the spectrum of very general random matrices behaves as that of an associated free…