Goran Peskir

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 5

Top Topics

Constrained Minimization

Top Venues

Math. Oper. Res.

IEEE Trans. Smart Grid

Publications

Kristoffer J. Glover, Goran Peskir
Quickest Detection Problems for Ornstein-Uhlenbeck Processes. Math. Oper. Res. 49 (2) (2024)
Goran Peskir
On Newton's First Law of Motion. Axioms 11 (7) (2022)
Jhonny Gonzalez, Panagiotis N. Papadopoulos, Jovica V. Milanovic, Goran Peskir, John Moriarty
Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment. IEEE Trans. Smart Grid 12 (5) (2021)
Jesper Lund Pedersen, Goran Peskir
Constrained Dynamic Optimality and Binomial Terminal Wealth. SIAM J. Control. Optim. 56 (2) (2018)
Jhonny Gonzalez, Yerkin Kitapbayev, Tingyan Guo, Jovica V. Milanovic, Goran Peskir, John Moriarty
Application of sequential testing problem to online detection of transient stability status for power systems. CDC (2016)
Erik Ekström, Goran Peskir
Optimal Stopping Games for Markov Processes. SIAM J. Control. Optim. 47 (2) (2008)
Goran Peskir
The Russian option: Finite horizon. Finance Stochastics 9 (2) (2005)