Sören Christensen

20 papers Journal 19Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Beyond Fixed Horizons: A Theoretical Framework for Adaptive Denoising Diffusions.
CoRR
Sören Christensen, Claudia Strauch, Lukas Trottner
2025 J jnl
Erratum to: Reinforcement learning as a basis for cross domain fusion of heterogeneous data.
Inform. Spektrum
Sören Christensen, Sven Tomforde
2024 J jnl
Data-Driven Rules for Multidimensional Reflection Problems.
SIAM/ASA J. Uncertain. Quantification
Sören Christensen, Asbjørn Holk Thomsen, Lukas Trottner
2024 J jnl
Is Learning in Biological Neural Networks Based on Stochastic Gradient Descent? An Analysis Using Stochastic Processes.
Neural Comput.
Sören Christensen, Jan Kallsen
2024 J jnl
Learning to steer with Brownian noise.
CoRR
Stefan Ankirchner, Sören Christensen, Jan Kallsen, Philip Le Borne, Stefan Perko
2024 J jnl
Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems.
SIAM J. Control. Optim.
Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö
2023 J jnl
Is Learning in Biological Neural Networks based on Stochastic Gradient Descent? An analysis using stochastic processes.
CoRR
Sören Christensen, Jan Kallsen
2022 J jnl
Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit.
SIAM J. Control. Optim.
Erhan Bayraktar, Christoph Belak, Sören Christensen, Frank Thomas Seifried
2022 J jnl
On the
J. Appl. Probab.
Sören Christensen, Simon Fischer
2022 J jnl
Reinforcement learning as a basis for cross domain fusion of heterogeneous data.
Inform. Spektrum
Sören Christensen, Sven Tomforde
2022 J jnl
Reinforcement learning as a basis for cross domain fusion of heterogeneous data.
Inform. Spektrum
Sören Christensen, Sven Tomforde
2021 J jnl
Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems.
SIAM J. Control. Optim.
Sören Christensen, Berenice Anne Neumann, Tobias Sohr
2019 J jnl
Utility maximisation in a factor model with constant and proportional transaction costs.
Finance Stochastics
Christoph Belak, Sören Christensen
2018 J jnl
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems.
SIAM J. Control. Optim.
Sören Christensen, Kristoffer Lindensjö
2017 J jnl
A General Verification Result for Stochastic Impulse Control Problems.
SIAM J. Control. Optim.
Christoph Belak, Sören Christensen, Frank Thomas Seifried
2017 — conf
Die Verwendung von p-Werten in den Agrarwissenschaften.
GIL Jahrestagung
Björn Christensen, Sören Christensen, Tobias Sohr
2015 J jnl
Everything counts!
AStA Wirtschafts und Sozialstatistisches Arch.
Björn Christensen, Sören Christensen, Tim Hoppe, Michael Spandel
2013 J jnl
Optimal decision under ambiguity for diffusion processes.
Math. Methods Oper. Res.
Sören Christensen
2012 J jnl
Phase-Type Distributions and Optimal Stopping for Autoregressive Processes.
J. Appl. Probab.
Sören Christensen
1992 J jnl
Sprachen der dritten und vierten Generation - Überleitungskonzepte und Perspektiven.
Wirtschaftsinf.
Sören Christensen