| Optimal Control of Conditional Value-at-Risk in Continuous Time CW Miller, I Yang SIAM Journal on Control and Optimization 55 (2), 856-884, 2017 | 70 | 2017 |
| Distribution-Constrained Optimal Stopping E Bayraktar, CW Miller Mathematical Finance 2018, 1-39, 2018 | 27 | 2018 |
| Non-linear PDE Approach to Time-Inconsistent Optimal Stopping CW Miller SIAM Journal on Control and Optimization 55 (1), 557-573, 2017 | 22 | 2017 |
| Convexity and optimality conditions for continuous time principal-agent problems LC Evans, CW Miller, I Yang | 10* | |
| Optimal Dynamic Contracts for a Large-Scale Principal-Agent Hierarchy: A Concavity-Preserving Approach CW Miller, I Yang arXiv preprint arXiv:1506.05497, 2015 | 8 | 2015 |
| A Duality Result for Robust Optimization with Expectation Constraints CW Miller arXiv preprint arXiv:1610.01227, 2016 | 3 | 2016 |
| Methods for Optimal Stochastic Control and Optimal Stopping Problems Featuring Time-Inconsistency CW Miller UC Berkeley, 2016 | 1 | 2016 |
Insoon YangSeoul National University在 snu.ac.kr 的电子邮件经过验证
