Vathana Ly Vath

Publication Activity (10 Years)

Years Active: 2007-2022
Publications (10 Years): 3

Top Topics

Lagrange Multipliers

Optimal Control

Top Venues

J. Optim. Theory Appl.

SIAM J. Financial Math.

Eur. J. Oper. Res.

Publications

M'hamed Gaïgi, Vathana Ly Vath, Simone Scotti
Optimal harvesting under marine reserves and uncertain environment. Eur. J. Oper. Res. 301 (3) (2022)
Etienne Chevalier, Vathana Ly Vath, Alexandre Roch
Optimal Dividend and Capital Structure with Debt Covenants. J. Optim. Theory Appl. 187 (2) (2020)
Etienne Chevalier, M'hamed Gaïgi, Vathana Ly Vath, Mohamed Mnif
Optimal Market Dealing Under Constraints. J. Optim. Theory Appl. 173 (1) (2017)
Etienne Chevalier, Vathana Ly Vath, Simone Scotti
An Optimal Dividend and Investment Control Problem under Debt Constraints. SIAM J. Financial Math. 4 (1) (2013)
Huyên Pham, Vathana Ly Vath, Xun Yu Zhou
Optimal Switching over Multiple Regimes. SIAM J. Control. Optim. 48 (4) (2009)
Vathana Ly Vath, Mohamed Mnif, Huyên Pham
A model of optimal portfolio selection under liquidity risk and price impact. Finance Stochastics 11 (1) (2007)
Vathana Ly Vath, Huyên Pham
Explicit Solution to an Optimal Switching Problem in the Two-Regime Case. SIAM J. Control. Optim. 46 (2) (2007)