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Optimizing venture capital investments in a jump diffusion model., and . Math. Methods Oper. Res., 67 (1): 21-42 (2008)Stochastic Perron's method for Hamilton-Jacobi-Bellman equations, and . CoRR, (2012)Bayesian Quickest Change Point Detection with Sampling Right Constraints., , and . CoRR, (2013)The standard Poisson disorder problem revisited, , and . Stochastic Processes and their Applications, 115 (9): 1437--1450 (September 2005)A Limit Theorem for Financial Markets with Inert Investors., , and . Math. Oper. Res., 31 (4): 789-810 (2006)Approximate Q Learning for Controlled Diffusion Processes and Its Near Optimality., and . SIAM J. Math. Data Sci., 5 (3): 615-638 (September 2023)Finite State Mean Field Games with Wright-Fisher Common Noise as Limits of N-Player Weighted Games., , , and . Math. Oper. Res., 47 (4): 2840-2890 (November 2022)Infinite Horizon Average Cost Optimality Criteria for Mean-Field Control., and . CoRR, (2023)Handbooks in Operations Research and Management Science, , and . Volume 15, chapter Chapter 15 Queuing Theoretic Approaches to Financial Price Fluctuations, page 637--677. Elsevier, (2007)Proving regularity of the minimal probability of ruin via a game of stopping and control., and . Finance and Stochastics, 15 (4): 785-818 (2011)