Abel Cadenillas

Publication Activity (10 Years)

Years Active: 1999-2016
Publications (10 Years): 1

Top Topics

Optimal Capacity

Top Venues

Ann. Oper. Res.

Math. Oper. Res.

Publications

Abel Cadenillas, Ricardo Huamán-Aguilar
Explicit formula for the optimal government debt ceiling. Ann. Oper. Res. 247 (2) (2016)
Ricardo Huamán-Aguilar, Abel Cadenillas
Government Debt Control: Optimal Currency Portfolio and Payments. Oper. Res. 63 (5) (2015)
Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function. Math. Oper. Res. 40 (4) (2015)
Abel Cadenillas, Peter Lakner, Michael L. Pinedo
Optimal Production Management When Demand Depends on the Business Cycle. Oper. Res. 61 (4) (2013)
Abel Cadenillas, Peter Lakner, Michael L. Pinedo
Optimal Control of a Mean-Reverting Inventory. Oper. Res. 58 (6) (2010)
Abel Cadenillas, Jaksa Cvitanic, Fernando Zapatero
Optimal risk-sharing with effort and project choice. J. Econ. Theory 133 (1) (2007)
Abel Cadenillas
A stochastic maximum principle for systems with jumps, with applications to finance. Syst. Control. Lett. 47 (5) (2002)
Abel Cadenillas
Consumption-investment problems with transaction costs: Survey and open problems. Math. Methods Oper. Res. 51 (1) (2000)
Abel Cadenillas, Stanley R. Pliska
Optimal trading of a security when there are taxes and transaction costs. Finance Stochastics 3 (2) (1999)