Julio D. Backhoff Veraguas

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 5

Top Topics

Stochastic Control

Fictitious Play

Utility Maximization

Control Problems

Top Venues

SIAM J. Financial Math.

SIAM J. Control. Optim.

Publications

Julio D. Backhoff Veraguas, A. Max Reppen, Ludovic Tangpi
Stochastic Control of Optimized Certainty Equivalents. SIAM J. Financial Math. 13 (3) (2022)
Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia
Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. SIAM J. Control. Optim. 59 (3) (2021)
Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona
Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. SIAM J. Control. Optim. 57 (6) (2019)
Gonzalo Rios, Julio D. Backhoff Veraguas, Joaquín Fontbona, Felipe A. Tobar
Bayesian Learning with Wasserstein Barycenters. CoRR (2018)
Julio D. Backhoff Veraguas, Joaquín Fontbona
Robust Utility Maximization without Model Compactness. SIAM J. Financial Math. 7 (1) (2016)