Alexandre Popier

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 1

Top Topics

Optimal Portfolio

Markov Networks

Linear Programming

Top Venues

Math. Oper. Res.

Publications

Guanxing Fu, Paulwin Graewe, Ulrich Horst, Alexandre Popier
A Mean Field Game of Optimal Portfolio Liquidation. Math. Oper. Res. 46 (4) (2021)
Boualem Djehiche, Said Hamadène, Alexandre Popier
A Finite Horizon Optimal Multiple Switching Problem. SIAM J. Control. Optim. 48 (4) (2009)