Parsiad Azimzadeh

Publication Activity (10 Years)

Years Active: 2012-2019
Publications (10 Years): 7

Top Topics

Tensor Decomposition

Pricing Schemes

Network Externalities

Top Venues

Oper. Res. Lett.

SIAM J. Matrix Anal. Appl.

Publications

Parsiad Azimzadeh, Erhan Bayraktar
High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors. SIAM J. Matrix Anal. Appl. 40 (1) (2019)
Parsiad Azimzadeh
A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix. Math. Comput. 88 (316) (2019)
Parsiad Azimzadeh, Erhan Bayraktar, George Labahn
Convergence of Implicit Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities. SIAM J. Control. Optim. 56 (6) (2018)
Parsiad Azimzadeh
A fast and stable test to check if a weakly diagonally dominant matrix is an M-matrix. CoRR (2017)
Parsiad Azimzadeh, Tommy Carpenter
Fast Engset computation. Oper. Res. Lett. 44 (3) (2016)
Parsiad Azimzadeh, Peter A. Forsyth
Weakly Chained Matrices, Policy Iteration, and Impulse Control. SIAM J. Numer. Anal. 54 (3) (2016)
Parsiad Azimzadeh, Peter A. Forsyth
The Existence of Optimal Bang-Bang Controls for GMxB Contracts. SIAM J. Financial Math. 6 (1) (2015)
Tommy Carpenter, Sahil Singla, Parsiad Azimzadeh, Srinivasan Keshav
The impact of electricity pricing schemes on storage adoption in Ontario. e-Energy (2012)