default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDMihai Sîrbu
Person information
- affiliation: Department of Mathematics, Carnegie Mellon University, Pittsburgh, USA
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2020
[j12]Karel Janecek, Zheng Li
, Mihai Sîrbu:
Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model. SIAM J. Financial Math. 11(3): 750-787 (2020)
2010 – 2019
- 2018
- [j11]Daniel Hernández-Hernández, Mihai Sîrbu:
Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians. SIAM J. Control. Optim. 56(3): 2095-2119 (2018) - 2015
- [j10]Mihai Sîrbu:
Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control. SIAM J. Control. Optim. 53(4): 1713-1733 (2015) - 2014
- [j9]Mihai Sîrbu:
Stochastic Perron's Method and Elementary Strategies for Zero-Sum Differential Games. SIAM J. Control. Optim. 52(3): 1693-1711 (2014) - [j8]Mihai Sîrbu:
On Martingale Problems with Continuous-Time Mixing and Values of Zero-Sum Games without the Isaacs Condition. SIAM J. Control. Optim. 52(5): 2877-2890 (2014) - 2013
- [j7]Erhan Bayraktar, Mihai Sîrbu:
Stochastic Perron's Method for Hamilton-Jacobi-Bellman Equations. SIAM J. Control. Optim. 51(6): 4274-4294 (2013) - [j6]Jin Hyuk Choi, Mihai Sîrbu, Gordan Zitkovic:
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs. SIAM J. Control. Optim. 51(6): 4414-4449 (2013) - 2012
- [j5]Karel Janecek, Mihai Sîrbu:
Optimal Investment with High-watermark Performance Fee. SIAM J. Control. Optim. 50(2): 790-819 (2012) - [i2]Erhan Bayraktar, Mihai Sîrbu:
Stochastic Perron's method for Hamilton-Jacobi-Bellman equations. CoRR abs/1212.2170 (2012) - 2011
- [i1]Erhan Bayraktar, Mihai Sîrbu:
Probabilistic Perron's method and verification without smoothness using viscosity comparison: the linear case. CoRR abs/1103.0538 (2011)
2000 – 2009
- 2009
- [j4]Walter Schachermayer, Mihai Sîrbu, Erik Taflin:
In which financial markets do mutual fund theorems hold true? Finance Stochastics 13(1): 49-77 (2009) - 2006
- [j3]Mihai Sîrbu, Steven E. Shreve:
A Two-Person Game for Pricing Convertible Bonds. SIAM J. Control. Optim. 45(4): 1508-1539 (2006) - 2004
- [j2]Mihai Sîrbu, Igor Pikovsky, Steven E. Shreve:
Perpetual Convertible Bonds. SIAM J. Control. Optim. 43(1): 58-85 (2004) - 2001
- [j1]Mihai Sîrbu, Gianmario Tessitore:
Null controllability of an infinite dimensional SDE with state- and control-dependent noise. Syst. Control. Lett. 44(5): 385-394 (2001)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-24 22:50 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
