Maxim Bichuch

18 papers C 1Journal 14Unranked 3
YearRankTypeTitle / Venue / Authors
2025 C conf
A Stackelberg Mean Field Game for Green Regulator with a Large Number of Prosumers.
ACC
Maxim Bichuch, Gökçe Dayanikli, Mathieu Laurière
2023 J jnl
Decentralized payment clearing using blockchain and optimal bidding.
Eur. J. Oper. Res.
Hamed Amini, Maxim Bichuch, Zachary Feinstein
2023 — conf
Prospective Learning: Principled Extrapolation to the Future.
CoLLAs
Ashwin De Silva, Rahul Ramesh, Lyle H. Ungar, Marshall G. Hussain Shuler, Noah J. Cowan, Michael L. Platt, Chen Li, Leyla Isik, Seung-Eon Roh, Adam S. Charles, Archana Venkataraman, Brian Caffo, Javier J. How, Justus M. Kebschull, John W. Krakauer, Maxim Bichuch, Kaleab Alemayehu Kinfu, Eva Yezerets, Dinesh Jayaraman, Jong M. Shin, Soledad Villar, Ian Phillips, Carey E. Priebe, Thomas Hartung, Michael I. Miller, Jayanta Dey, Ningyuan Huang, Eric Eaton, Ralph Etienne-Cummings, Elizabeth L. Ogburn, Randal C. Burns, Onyema Osuagwu, Brett Mensh, Alysson R. Muotri, Julia Brown, Chris White, Weiwei Yang, Andrei A. Rusu, Timothy D. Verstynen, Konrad P. Kording, Pratik Chaudhari, Joshua T. Vogelstein
2022 J jnl
A repo model of fire sales with VWAP and LOB pricing mechanisms.
Eur. J. Oper. Res.
Maxim Bichuch, Zachary Feinstein
2022 J jnl
Endogenous Inverse Demand Functions.
Oper. Res.
Maxim Bichuch, Zachary Feinstein
2022 — conf
Model-free Learning of Regions of Attraction via Recurrent Sets.
CDC
Yue Shen, Maxim Bichuch, Enrique Mallada
2022 J jnl
Model-free Learning of Regions of Attraction via Recurrent Sets.
CoRR
Yue Shen, Maxim Bichuch, Enrique Mallada
2022 J jnl
Optimal Switching between Locking Down and Opening the Economy Because of an Infection.
SIAM J. Control. Optim.
Maxim Bichuch
2022 J jnl
Prospective Learning: Back to the Future.
CoRR
Joshua T. Vogelstein, Timothy D. Verstynen, Konrad P. Kording, Leyla Isik, John W. Krakauer, Ralph Etienne-Cummings, Elizabeth L. Ogburn, Carey E. Priebe, Randal C. Burns, Kwame S. Kutten, James J. Knierim, James B. Potash, Thomas Hartung, Lena Smirnova, Paul Worley, Alena V. Savonenko, Ian Phillips, Michael I. Miller, René Vidal, Jeremias Sulam, Adam S. Charles, Noah J. Cowan, Maxim Bichuch, Archana Venkataraman, Chen Li, Nitish V. Thakor, Justus M. Kebschull, Marilyn S. Albert, Jinchong Xu, Marshall G. Hussain Shuler, Brian Caffo, J. Tilak Ratnanather, Ali Geisa, Seung-Eon Roh, Eva Yezerets, Meghana Madhyastha, Javier J. How, Tyler M. Tomita, Jayanta Dey, Ningyuan Huang, Jong M. Shin, Kaleab Alemayehu Kinfu, Pratik Chaudhari, Ben Baker, Anna Schapiro, Dinesh Jayaraman, Eric Eaton, Michael L. Platt, Lyle H. Ungar, Leila Wehbe, Ádám Kepecs, Amy Christensen, Onyema Osuagwu, Bing Brunton, Brett Mensh, Alysson R. Muotri, Gabriel A. Silva, Francesca Puppo, Florian Engert, Elizabeth Hillman, Julia Brown, Chris White, Weiwei Yang
2020 — conf
On the Value of Energy Storage in Generation Cost Reduction.
ECC
Yue Shen, Maxim Bichuch, Enrique Mallada
2020 J jnl
On the Value of Energy Storage in Generation Cost Reduction.
CoRR
Yue Shen, Maxim Bichuch, Enrique Mallada
2019 J jnl
Optimal Investment with Transaction Costs and Stochastic Volatility Part II: Finite Horizon.
SIAM J. Control. Optim.
Maxim Bichuch, Ronnie Sircar
2019 J jnl
Optimization of Fire Sales and Borrowing in Systemic Risk.
SIAM J. Financial Math.
Maxim Bichuch, Zachary Feinstein
2017 J jnl
Optimal Investment with Transaction Costs and Stochastic Volatility Part I: Infinite Horizon.
SIAM J. Control. Optim.
Maxim Bichuch, Ronnie Sircar
2014 J jnl
Portfolio optimization under convex incentive schemes.
Finance Stochastics
Maxim Bichuch, Stephan Sturm
2014 J jnl
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment.
Finance Stochastics
Maxim Bichuch
2013 J jnl
Utility Maximization Trading Two Futures with Transaction Costs.
SIAM J. Financial Math.
Maxim Bichuch, Steven E. Shreve
2012 J jnl
Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs.
SIAM J. Financial Math.
Maxim Bichuch