| Linear-Quadratic control for a class of stochastic Volterra equations: solvability and approximation E Abi Jaber, E Miller, H Pham The Annals of Applied Probability 31 (5), 2244-2274, 2021 | 33 | 2021 |
| Markowitz portfolio selection for multivariate affine and quadratic Volterra models E Abi Jaber, E Miller, H Pham SIAM Journal on Financial Mathematics 12 (1), 369-409, 2021 | 31 | 2021 |
| Linear-quadratic McKean-Vlasov stochastic differential games E Miller, H Pham Modeling, Stochastic Control, Optimization, and Applications, 451-481, 2019 | 15 | 2019 |
| Integral operator Riccati equations arising in stochastic Volterra control problems E Abi Jaber, E Miller, H Pham SIAM Journal on Control and Optimization 59 (2), 1581-1603, 2021 | 14 | 2021 |
| Linear-quadratic stochastic delayed control and deep learning resolution W Lefebvre, E Miller Journal of Optimization Theory and Applications 191 (1), 134-168, 2021 | 10 | 2021 |
| Non Markovian stochastic linear-quadratic control: Volterra equations, rough volatility and equations with delay E Miller Université Paris Cité, 2021 | | 2021 |
| Linear–Quadratic optimal control for a class of stochastic Volterra equations: solvability and approximation E Miller | | |
Huyên PHAMProfessor, University Paris DiderotAdresse e-mail validée de math.univ-paris-diderot.fr
