Christopher W. Miller

Publication Activity (10 Years)

Years Active: 2005-2017
Publications (10 Years): 2

Top Topics

Brownian Motion

Optimal Control

Principal Agent

Infinite Horizon

Top Venues

SIAM J. Control. Optim.

Publications

Christopher W. Miller
Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping. SIAM J. Control. Optim. 55 (1) (2017)
Christopher W. Miller, Insoon Yang
Optimal Control of Conditional Value-at-Risk in Continuous Time. SIAM J. Control. Optim. 55 (2) (2017)
Christopher W. Miller, Insoon Yang
Optimal Dynamic Contracts for a Large-Scale Principal-Agent Hierarchy: A Concavity-Preserving Approach. CoRR (2015)
Christopher W. Miller, Insoon Yang
Optimal Control of Conditional Value-at-Risk in Continuous Time. CoRR (2015)
Saad Biaz, Chris Walstad, Christopher W. Miller, Russell Pierce
Creating Virtually Mobile Nodes for Testing Ad Hoc Routing Protocols. ICWN (2005)