Sören Christensen

Publication Activity (10 Years)

Years Active: 1992-2024
Publications (10 Years): 12

Top Topics

Stochastic Processes

Control Problems

Top Venues

SIAM J. Control. Optim.

Inform. Spektrum

Finance Stochastics

J. Appl. Probab.

Publications

Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö
Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems. SIAM J. Control. Optim. 62 (2) (2024)
Sören Christensen, Jan Kallsen
Is Learning in Biological Neural Networks based on Stochastic Gradient Descent? An analysis using stochastic processes. CoRR (2023)
Erhan Bayraktar, Christoph Belak, Sören Christensen, Frank Thomas Seifried
Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit. SIAM J. Control. Optim. 60 (5) (2022)
Sören Christensen, Simon Fischer
problem. J. Appl. Probab. 59 (2) (2022)
Sören Christensen, Sven Tomforde
Reinforcement learning as a basis for cross domain fusion of heterogeneous data. Inform. Spektrum 45 (5) (2022)
Sören Christensen, Sven Tomforde
Reinforcement learning as a basis for cross domain fusion of heterogeneous data. Inform. Spektrum 45 (4) (2022)
Sören Christensen, Berenice Anne Neumann, Tobias Sohr
Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems. SIAM J. Control. Optim. 59 (5) (2021)
Christoph Belak, Sören Christensen
Utility maximisation in a factor model with constant and proportional transaction costs. Finance Stochastics 23 (1) (2019)
Sören Christensen, Kristoffer Lindensjö
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems. SIAM J. Control. Optim. 56 (6) (2018)
Christoph Belak, Sören Christensen, Frank Thomas Seifried
A General Verification Result for Stochastic Impulse Control Problems. SIAM J. Control. Optim. 55 (2) (2017)
Björn Christensen, Sören Christensen, Tobias Sohr
Die Verwendung von p-Werten in den Agrarwissenschaften. GIL Jahrestagung (2017)
Björn Christensen, Sören Christensen, Tim Hoppe, Michael Spandel
Everything counts! AStA Wirtschafts und Sozialstatistisches Arch. 9 (3-4) (2015)
Sören Christensen
Optimal decision under ambiguity for diffusion processes. Math. Methods Oper. Res. 77 (2) (2013)
Sören Christensen
Phase-Type Distributions and Optimal Stopping for Autoregressive Processes. J. Appl. Probab. 49 (1) (2012)
Sören Christensen
Sprachen der dritten und vierten Generation - Überleitungskonzepte und Perspektiven. Wirtschaftsinf. 34 (2) (1992)