Mihai S\^irbu

Identifiers

• name variant Mihai S\^irbu 0.60 · backfill

Papers (7)

1. Optimal investment and consumption with labor income in incomplete markets math.PR · 2018 · author #2
2. Sensitivity analysis of the utility maximization problem with respect to model perturbations q-fin.PM · 2017 · author #2
3. Zero-sum stochastic differential games without the Isaacs condition: random rules of priority and intermediate Hamiltonians math.PR · 2016 · author #2
4. Asymptotic Perron's method and simple Markov Strategies in stochastic games and control math.OC · 2014 · author #1
5. A note on the strong formulation of stochastic control problems with model uncertainty math.OC · 2014 · author #1
6. On martingale problems with continuous-time mixing and values of zero-sum games without Isaacs condition math.OC · 2013 · author #1
7. Stochastic Perron's method and elementary strategies for zero-sum differential games math.OC · 2013 · author #1

Mentions

• 1402.7030 #1 · backfill · confidence 0.70 Mihai S\^irbu
• 1402.4415 #1 · backfill · confidence 0.70 Mihai S\^irbu
• 1307.4686 #1 · backfill · confidence 0.70 Mihai S\^irbu
• 1305.5083 #1 · backfill · confidence 0.70 Mihai S\^irbu

Frequent Coauthors

• Oleksii Mostovyi 2 shared papers
• Daniel Hern\'andez-Hern\'andez 1 shared papers