Saved in:
| Main Authors: | Hernández-Hernńdez, Daniel, Moreno-Franco, Harold A., Pérez, José-Luis |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.01968 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
by: Junca, Mauricio, et al.
Published: (2023)
by: Junca, Mauricio, et al.
Published: (2023)
Optimal extraction with an impact on diffusion-jump pricing
by: Garzón, Johanna, et al.
Published: (2026)
by: Garzón, Johanna, et al.
Published: (2026)
Optimality of refraction strategies for a constrained dividend problem
by: Junca, Mauricio, et al.
Published: (2018)
by: Junca, Mauricio, et al.
Published: (2018)
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs
by: Moreno-Franco, Harold A., et al.
Published: (2024)
by: Moreno-Franco, Harold A., et al.
Published: (2024)
An Optimal Periodic Dividend and Risk Control Problem for an Insurance Company
by: Kelbert, Mark, et al.
Published: (2023)
by: Kelbert, Mark, et al.
Published: (2023)
European Options in Market Models with Multiple Defaults: the BSDE approach
by: Grigorova, Miryana, et al.
Published: (2026)
by: Grigorova, Miryana, et al.
Published: (2026)
Optimal Operation and Valuation of Electricity Storages in Intraday Markets
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
by: Chancelier, Jean-Philippe, et al.
Published: (2025)
Optimal BESS Scheduling for Multi-Market Participation in the Nordics
by: Hameed, Zeenat, et al.
Published: (2025)
by: Hameed, Zeenat, et al.
Published: (2025)
Normality and Gap Phenomena in Optimal Unbounded Control
by: Motta, Monica, et al.
Published: (2018)
by: Motta, Monica, et al.
Published: (2018)
AC-Network-Informed DC Optimal Power Flow for Electricity Markets
by: Constante-Flores, Gonzalo E., et al.
Published: (2024)
by: Constante-Flores, Gonzalo E., et al.
Published: (2024)
Optimal Covariance Steering of Linear Stochastic Systems with Hybrid Transitions
by: Yu, Hongzhe, et al.
Published: (2024)
by: Yu, Hongzhe, et al.
Published: (2024)
Market proliferation and the impact of locational complexity on network restructuring
by: Pinar-Pérez, J. M., et al.
Published: (2024)
by: Pinar-Pérez, J. M., et al.
Published: (2024)
Optimal Real-time Bidding Strategy For EV Aggregators in Wholesale Electricity Markets
by: Huang, Shihan, et al.
Published: (2024)
by: Huang, Shihan, et al.
Published: (2024)
Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Aqsha, Alif, et al.
Published: (2025)
by: Aqsha, Alif, et al.
Published: (2025)
Optimal Fees for Liquidity Provision in Automated Market Makers
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
An Inventory System with Two Supply Modes and Lévy Demand
by: Pérez, José Luis, et al.
Published: (2025)
by: Pérez, José Luis, et al.
Published: (2025)
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
by: Taşkesen, Bahar, et al.
Published: (2025)
by: Taşkesen, Bahar, et al.
Published: (2025)
Discrete Shortest Paths in Optimal Power Flow Feasible Regions
by: Turizo, Daniel, et al.
Published: (2024)
by: Turizo, Daniel, et al.
Published: (2024)
Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
by: Escudero, C., et al.
Published: (2024)
by: Escudero, C., et al.
Published: (2024)
A Note on Optimal Distributed State Estimation for Linear Time-Varying Systems
by: Perez-Salesa, Irene, et al.
Published: (2025)
by: Perez-Salesa, Irene, et al.
Published: (2025)
Optimal Leveraging of Smoothness and Strong Convexity for Peaceman--Rachford Splitting
by: Briceño-Arias, Luis, et al.
Published: (2026)
by: Briceño-Arias, Luis, et al.
Published: (2026)
Optimal Routing across Constant Function Market Makers with Gas Fees
by: Escudero, Carlos, et al.
Published: (2026)
by: Escudero, Carlos, et al.
Published: (2026)
A Market Mechanism for a Two-stage Settlement Electricity Market with Energy Storage
by: Bansal, Rajni Kant, et al.
Published: (2024)
by: Bansal, Rajni Kant, et al.
Published: (2024)
Theoretical smoothing frameworks for nonsmooth simple bilevel problems
by: Alcantara, Jan Harold, et al.
Published: (2024)
by: Alcantara, Jan Harold, et al.
Published: (2024)
Regulation or Competition:Major-Minor Optimal Liquidation across Dark and Lit Pools
by: Mastrolia, Thibaut, et al.
Published: (2025)
by: Mastrolia, Thibaut, et al.
Published: (2025)
Socio-technical systems integration and design: a multi-objective optimisation method based on integrative preference maximisation
by: van Heukelum, Harold, et al.
Published: (2023)
by: van Heukelum, Harold, et al.
Published: (2023)
Distributionally Robust Regret Optimal LQR with Common Stage-Law Ambiguity
by: Fiechtner, Lukas-Benedikt, et al.
Published: (2026)
by: Fiechtner, Lukas-Benedikt, et al.
Published: (2026)
Improving the Accuracy of DC Optimal Power Flow Formulations via Parameter Optimization
by: Taheri, Babak, et al.
Published: (2024)
by: Taheri, Babak, et al.
Published: (2024)
On optimal periodic dividend and capital injection strategies for general Lévy models
by: Mata, Dante, et al.
Published: (2025)
by: Mata, Dante, et al.
Published: (2025)
Dissolving the Segmentation of a Shared Mobility Market: A Framework and Four Market Structure Designs
by: Guo, Xiaotong, et al.
Published: (2022)
by: Guo, Xiaotong, et al.
Published: (2022)
Aggregating Large-Scale Generalized Energy Storages to Participate in Energy Market and Regulation Market
by: Yao, Yao, et al.
Published: (2019)
by: Yao, Yao, et al.
Published: (2019)
A Decomposition Method for Solving Sensitivity-Based Distributed Optimal Power Flow
by: Alkhraijah, Mohannad, et al.
Published: (2025)
by: Alkhraijah, Mohannad, et al.
Published: (2025)
Accelerated projected gradient algorithms for sparsity constrained optimization problems
by: Alcantara, Jan Harold, et al.
Published: (2022)
by: Alcantara, Jan Harold, et al.
Published: (2022)
Towards a Socially Acceptable Competitive Equilibrium in Energy Markets
by: Shomalzadeh, Koorosh, et al.
Published: (2024)
by: Shomalzadeh, Koorosh, et al.
Published: (2024)
Unifying Distributionally Robust Optimization via Optimal Transport Theory
by: Blanchet, Jose, et al.
Published: (2023)
by: Blanchet, Jose, et al.
Published: (2023)
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by: Cheng, Xinman, et al.
Published: (2026)
by: Cheng, Xinman, et al.
Published: (2026)
Virtual Trading in Multi-Settlement Electricity Markets
by: Capponi, Agostino, et al.
Published: (2025)
by: Capponi, Agostino, et al.
Published: (2025)
From Schrodinger Bridge to Optimal Transport over Sub-Riemannian Manifolds
by: Adu, Daniel Owusu, et al.
Published: (2026)
by: Adu, Daniel Owusu, et al.
Published: (2026)
Constructing Electricity Market Models
by: Dassios, Ioannis
Published: (2024)
by: Dassios, Ioannis
Published: (2024)
Strategic Inference in Stackelberg Games: Optimal Control for Revealing Adversary Intent
by: Hu, Ruimeng, et al.
Published: (2025)
by: Hu, Ruimeng, et al.
Published: (2025)
Similar Items
-
An optimal multibarrier strategy for a singular stochastic control problem with a state-dependent reward
by: Junca, Mauricio, et al.
Published: (2023) -
Optimal extraction with an impact on diffusion-jump pricing
by: Garzón, Johanna, et al.
Published: (2026) -
Optimality of refraction strategies for a constrained dividend problem
by: Junca, Mauricio, et al.
Published: (2018) -
On the Bailout Dividend Problem with Periodic Dividend Payments and Fixed Transaction Costs
by: Moreno-Franco, Harold A., et al.
Published: (2024) -
An Optimal Periodic Dividend and Risk Control Problem for an Insurance Company
by: Kelbert, Mark, et al.
Published: (2023)