Optimal cash management using impulse control von Lakner, Peter, Reed, Josh

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Optimal trading strategy for an investor: the case of partial information von Lakner, Peter

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On the optimality of the earliest due date rule in stochastic scheduling and in queueing von Bryant, Richard, Lakner, Peter, Pinedo, Michael

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Reflected Brownian motion with drift in a wedge von Lakner, Peter, Liu, Ziran, Reed, Josh

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Optimal Production Management When Demand Depends on the Business Cycle von Cadenillas, Abel, Lakner, Peter, Pinedo, Michael

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Optimal Control of a Mean-Reverting Inventory von Cadenillas, Abel, Lakner, Peter, Pinedo, Michael

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Scaling Limit of a Limit Order Book Model via the Regenerative Characterization of Lévy Trees von Lakner, Peter, Reed, Josh, Simatos, Florian

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Scaling Limit of a Limit Order Book Model via the Regenerative Characterization of Lévy Trees von Lakner, Peter, Reed, Josh, Simatos, Florian

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Optimal cash management using impulse control von Lakner, Peter, Reed, Josh

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Optimal investment in a defaultable bond von Lakner, Peter, Liang, Weijian

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Utility maximization with partial information von Lakner, Peter

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Partial Hedging Using Malliavin Calculus von Nygren, Lan Ma, Lakner, Peter

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PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS von Lakner, Peter, Ma Nygren, Lan

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Reflected Brownian Motion with Drift in a Wedge von Lakner, Peter, Liu, Ziran, Reed, Josh

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Optimal cash management using impulse control von Lakner, Peter, Reed, Josh

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LatentFormer: Multi-Agent Transformer-Based Interaction Modeling and Trajectory Prediction von Amirloo, Elmira, Rasouli, Amir, Lakner, Peter, Rohani, Mohsen, Luo, Jun

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Optimal Bankruptcy Time and Consumption/Investment Policies on an Infinite Horizon with a Continuous Debt Repayment Until Bankruptcy von Jeanblanc, Monique, Lakner, Peter, Kadam, Ashay

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Maximum Likelihood Estimation of Hidden Markov Processes von Frydman, Halina, Lakner, Peter

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Reflected Brownian Motion with Drift in a Wedge von Lakner, Peter, Liu, Ziran, Reed, Josh

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Martingale Measures For A Class of Right-Continuous Processes von Lakner, Peter

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