Stochastic control is a mathematical framework used to optimise decision-making in systems influenced by randomness, with widespread applications across economics, engineering, and finance. In the ...

Studies mathematical theories and techniques for modeling financial markets. Specific topics include the binomial model, risk neutral pricing, stochastic calculus, connection to partial differential ...

This is a preview. Log in through your library . Abstract In this paper, we are interested in a new type of mean-field, non-Markovian stochastic control problems with partial observations. More ...

Anton Braverman joined the Operations group at Kellogg in 2017. He completed his PhD in Operations Research from Cornell University, and holds a Bachelor's degree in Mathematics and Statistics from ...

Loparo's research interests include stability and control of nonlinear and stochastic systems with applications to large-scale electricity systems including generation and transmission and ...