13 citations · 25 across the 5 of their papers we have counts for
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math.PR2022
Optimal cash management using impulse control
Peter Lakner, Josh Reed
We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller…
math.PR2022
Reflected Brownian Motion with Drift in a Wedge
Peter Lakner, Ziran Liu, Josh Reed
We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniquenes…
cs.CV2022★ 13 cited
LatentFormer: Multi-Agent Transformer-Based Interaction Modeling and Trajectory Prediction
Elmira Amirloo, Amir Rasouli, Peter Lakner +2
Multi-agent trajectory prediction is a fundamental problem in autonomous driving. The key challenges in prediction are accurately anticipating the behavior of surrounding agents an…