Pekka Matomäki

Publication Activity (10 Years)

Years Active: 2012-2017
Publications (10 Years): 1

Top Topics

Operations Management

Brownian Motion

Top Venues

SIAM J. Control. Optim.

J. Appl. Probab.

Math. Methods Oper. Res.

Publications

Luis H. R. Alvarez, Pekka Matomäki
Expected Supremum Representation of the Value of a Singular Stochastic Control Problem. SIAM J. Control. Optim. 55 (6) (2017)
Luis H. R. Alvarez, Pekka Matomäki
Optimal Stopping of the Maximum Process. J. Appl. Probab. 51 (3) (2014)
Luis H. R. Alvarez, Pekka Matomäki, Teppo A. Rakkolainen
A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions. SIAM J. Control. Optim. 52 (4) (2014)
Pekka Matomäki
On solvability of a two-sided singular control problem. Math. Methods Oper. Res. 76 (3) (2012)