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On penalized goalreaching probability minimization under borrowing and shortselling constraints
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 Journal of Applied Probability , First View
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 05 November 2024, pp. 122

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Finite element approximations for stochastic control problems with unbounded state space
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 Journal of Applied Probability , First View
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 03 October 2024, pp. 128

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Optimal drift rate control and twosided impulse control for a Brownian system with the longrun average criterion
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 Advances in Applied Probability , First View
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 31 July 2024, pp. 134

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De Finetti’s control problem with a concave bound on the control rate
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 Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
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 25 January 2024, pp. 834850
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 September 2024

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Characterization of the optimal average cost in Markov decision chains driven by a riskseeking controller
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 Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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 21 July 2023, pp. 340367
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 March 2024

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Optimal coupling of jumpy Brownian motion on the circle
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 Journal of Applied Probability / Volume 61 / Issue 1 / March 2024
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 04 July 2023, pp. 1832
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 March 2024

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Measuring the suboptimality of dividend controls in a Brownian risk model
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 Advances in Applied Probability / Volume 55 / Issue 4 / December 2023
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 07 June 2023, pp. 14421472
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 December 2023

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Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift
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 Journal of Applied Probability / Volume 60 / Issue 3 / September 2023
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 21 February 2023, pp. 874894
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 September 2023

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A dual risk model with additive and proportional gains: ruin probability and dividends
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 Advances in Applied Probability / Volume 55 / Issue 2 / June 2023
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 08 February 2023, pp. 549580
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 June 2023

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On a mixed singular/switching control problem with multiple regimes
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 Advances in Applied Probability / Volume 54 / Issue 3 / September 2022
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 22 August 2022, pp. 743782
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 September 2022

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Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations
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 Advances in Applied Probability / Volume 54 / Issue 4 / December 2022
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 14 June 2022, pp. 12221251
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 December 2022

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Discretetime riskaware optimal switching with nonadapted costs
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 Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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 06 June 2022, pp. 625655
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 June 2022

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Momentconstrained optimal dividends: precommitment and consistent planning
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 Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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 06 June 2022, pp. 404432
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 June 2022

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Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
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 Journal of Applied Probability / Volume 59 / Issue 2 / June 2022
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 30 March 2022, pp. 527540
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 June 2022

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Optimal entry and consumption under habit formation
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 Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
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 10 March 2022, pp. 433459
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 June 2022

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OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIMESWITCHING JUMPDIFFUSION PROCESS
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 The ANZIAM Journal / Volume 63 / Issue 3 / July 2021
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 21 July 2021, pp. 308332

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Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift
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 Journal of Applied Probability / Volume 58 / Issue 1 / March 2021
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 25 February 2021, pp. 197216
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 March 2021

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On the policy improvement algorithm for ergodic risksensitive control
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 Proceedings of the Royal Society of Edinburgh. Section A: Mathematics / Volume 151 / Issue 4 / August 2021
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 02 September 2020, pp. 13051330
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 August 2021

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Optimal stopping for measurevalued piecewise deterministic Markov processes
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 Journal of Applied Probability / Volume 57 / Issue 2 / June 2020
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 16 July 2020, pp. 497512
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 June 2020

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A renewal theory approach to twostate switching problems with infinite values
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 Journal of Applied Probability / Volume 57 / Issue 1 / March 2020
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 04 May 2020, pp. 118
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 March 2020

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