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researcher

D. Hernández-Hernández

7 papers hereh-index 191.3k citations78 works total

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

author position
  • first author5
  • last author2

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • math.OC3
  • math.PR3
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20052025
most citedA zero-sum game between a singular stochastic controller and a discretionary stopper

24 citations · 44 across the 6 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

math.PR2012★ 24 cited

A zero-sum game between a singular stochastic controller and a discretionary stopper

Daniel Hernandez-Hernandez, Robert S. Simon, Mihail Zervos

We consider a stochastic differential equation that is controlled by means of an additive finite-variation process. A singular stochastic controller, who is a minimizer, determines…

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