Mihail Zervos

13 papers Journal 12Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Singular Stochastic Control Problems Motivated by the Optimal Sustainable Exploitation of an Ecosystem.
SIAM J. Control. Optim.
Gechun Liang, Zhesheng Liu, Mihail Zervos
2018 J jnl
An investment model with switching costs and the option to abandon.
Math. Methods Oper. Res.
Mihail Zervos, Carlos Oliveira, Kate Duckworth
2017 J jnl
Watermark options.
Finance Stochastics
Neofytos Rodosthenous, Mihail Zervos
2015 J jnl
Optimal Execution with Multiplicative Price Impact.
SIAM J. Financial Math.
Xin Guo, Mihail Zervos
2013 J jnl
Long-Term Optimal Investment Strategies in the Presence of Adjustment Costs.
SIAM J. Control. Optim.
Arne Løkka, Mihail Zervos
2011 J jnl
A Model for Optimally Advertising and Launching a Product.
Math. Oper. Res.
Pui Chan Lon, Mihail Zervos
2007 J jnl
A Model for Reversible Investment Capacity Expansion.
SIAM J. Control. Optim.
Amal Merhi, Mihail Zervos
2003 J jnl
A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping.
SIAM J. Control. Optim.
Mihail Zervos
2001 J jnl
A Model for Investments in the Natural Resource Industry with Switching Costs.
Math. Oper. Res.
Richard R. Lumley, Mihail Zervos
2000 — conf
A problem of stochastic impulse control with discretionary stopping.
CDC
Kate Duckworth, Mihail Zervos
1999 J jnl
On the Epiconvergence of Stochastic Optimization Problems.
Math. Oper. Res.
Mihail Zervos
1999 J jnl
On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation.
Finance Stochastics
Thomas S. Knudsen, Bernhard Meister, Mihail Zervos
1995 J jnl
A new proof of the discrete-time LQG optimal control theorems.
IEEE Trans. Autom. Control.
Mark H. A. Davis, Mihail Zervos