Asaf Cohen

17 papers Journal 16Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
Uniform-in-Time Convergence Rates to a Nonlinear Markov Chain for Mean-Field Interacting Jump Processes.
SIAM J. Control. Optim.
Asaf Cohen, Ethan Huffman
2024 J jnl
Deep Backward and Galerkin Methods for the Finite State Master Equation.
J. Mach. Learn. Res.
Asaf Cohen, Mathieu Laurière, Ethan C. Zell
2023 J jnl
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets.
SIAM J. Financial Math.
Erhan Bayraktar, Asaf Cohen, April Nellis
2023 J jnl
Optimal Dividends Under Model Uncertainty.
SIAM J. Financial Math.
Prakash Chakraborty, Asaf Cohen, Virginia R. Young
2023 J jnl
Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations.
CoRR
Chuhao Sun, Asaf Cohen, James Stokes, Shravan K. Veerapaneni
2022 J jnl
Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of
Math. Oper. Res.
Erhan Bayraktar, Alekos Cecchin, Asaf Cohen, François Delarue
2022 — conf
Learning-based Optimal Admission Control in a Single Server Queuing System.
Allerton
Yili Zhang, Asaf Cohen, Vijay G. Subramanian
2022 J jnl
Optimal Ergodic Harvesting under Ambiguity.
SIAM J. Control. Optim.
Asaf Cohen, Alexandru Hening, Chuhao Sun
2022 J jnl
Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing.
CoRR
Tianchen Zhao, Chuhao Sun, Asaf Cohen, James Stokes, Shravan K. Veerapaneni
2021 J jnl
On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology.
SIAM J. Control. Optim.
Asaf Cohen
2021 J jnl
Optimal Dividend Problem: Asymptotic Analysis.
SIAM J. Financial Math.
Asaf Cohen, Virginia R. Young
2019 J jnl
Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty.
Math. Oper. Res.
Asaf Cohen
2018 J jnl
A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method.
SIAM J. Control. Optim.
Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen
2018 J jnl
Analysis of a Finite State Many Player Game Using Its Master Equation.
SIAM J. Control. Optim.
Erhan Bayraktar, Asaf Cohen
2016 J jnl
A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime.
Math. Oper. Res.
Rami Atar, Asaf Cohen
2015 J jnl
Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise.
Math. Oper. Res.
Asaf Cohen
2013 J jnl
Bandit Problems with Lévy Processes.
Math. Oper. Res.
Asaf Cohen, Eilon Solan