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Agatha Murgoci
ORCID
Publication Activity (10 Years)
Years Active: 2014-2017
Publications (10 Years): 1
Top Topics
Arrival Rate
Reinforcement Learning
Markov Chain
Operations Management
Top Venues
Finance Stochastics
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Publications
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Tomas Björk
,
Mariana Khapko
,
Agatha Murgoci
On time-inconsistent stochastic control in continuous time.
Finance Stochastics
21 (2) (2017)
Tomas Björk
,
Agatha Murgoci
A theory of Markovian time-inconsistent stochastic control in discrete time.
Finance Stochastics
18 (3) (2014)