Bahman Angoshtari

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 4

Top Topics

Semi Supervised

Optimal Control

Dynamic Programming

Spatial Distribution

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case. SIAM J. Financial Math. 14 (2) (2023)
Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young
Optimal Investment and Consumption under a Habit-Formation Constraint. SIAM J. Financial Math. 13 (1) (2022)
Bahman Angoshtari, Thaleia Zariphopoulou, Xun Yu Zhou
Predictable Forward Performance Processes: The Binomial Case. SIAM J. Control. Optim. 58 (1) (2020)
Bahman Angoshtari, Erhan Bayraktar, Virginia R. Young
Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates. SIAM J. Financial Math. 10 (2) (2019)