Enzo Miller

Publication Activity (10 Years)

Years Active: 2021-2021
Publications (10 Years): 3

Top Topics

Portfolio Selection

Hamilton Jacobi Bellman

Integral Equation

Optimal Control

Top Venues

J. Optim. Theory Appl.

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Eduardo Abi Jaber, Enzo Miller, Huyên Pham
Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. SIAM J. Control. Optim. 59 (2) (2021)
Eduardo Abi Jaber, Enzo Miller, Huyên Pham
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. SIAM J. Financial Math. 12 (1) (2021)
William LeFebvre, Enzo Miller
Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution. J. Optim. Theory Appl. 191 (1) (2021)