Projects per year
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Dive into the research topics where Ronnie Sircar is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
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AMPS:Collaborative Research: Stochastic Modeling of the Power Grid
NSF - National Science Foundation
9/1/17 → 8/31/21
Project: Research project
Research output
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Optimal investment with transaction costs and stochastic volatility Part II: Finite Horizon
Bichuch, M. & Sircar, R., 2019, In: SIAM Journal on Control and Optimization. 57, 1, p. 437-467 31 p.Research output: Contribution to journal › Article › peer-review
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Portfolio benchmarking under drawdown constraint and stochastic sharpe ratio
Agarwal, A. & Sircar, R., 2018, In: SIAM Journal on Financial Mathematics. 9, 2, p. 435-464 30 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Fracking, renewables, and mean field games
Chan, P. & Sircar, R., 2017, In: SIAM Review. 59, 3, p. 588-615 28 p.Research output: Contribution to journal › Article › peer-review
12 Scopus citations -
Optimal investment with transaction costs and stochastic volatility Part I: Infinite horizon
Bichuch, M. & Sircar, R., 2017, In: SIAM Journal on Control and Optimization. 55, 6, p. 3799-3832 34 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Perturbation analysis for investment portfolios under partial information with expert opinions
Fouque, J. P., Papanicolaou, A. & Sircar, R., 2017, In: SIAM Journal on Control and Optimization. 55, 3, p. 1534-1566 33 p.Research output: Contribution to journal › Article › peer-review
7 Scopus citations