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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Collaborations and top research areas from the last five years
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Projects
- 2 Finished
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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
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Accelerated Share Repurchases Under Stochastic Volatility
Krishnan, N. & Sircar, R., 2023, (Accepted/In press) In: Applied Mathematical Finance.Research output: Contribution to journal › Article › peer-review
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Master equation for Cournot mean field games of control with absorption
Graber, P. J. & Sircar, R., Jan 15 2023, In: Journal of Differential Equations. 343, p. 816-909 94 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
A MAXIMUM PRINCIPLE APPROACH TO A DETERMINISTIC MEAN FIELD GAME OF CONTROL WITH ABSORPTION
Graewe, P., Horst, U. & Sircar, R., 2022, In: SIAM Journal on Control and Optimization. 60, 5, p. 3173-3190 18 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Power Mixture Forward Performance Processes
Avanesyan, L. & Sircar, R., 2022, In: SIAM Journal on Financial Mathematics. 13, 3, p. 1040-1062 23 p.Research output: Contribution to journal › Article › peer-review
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Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets
Fouque, J. P., Hu, R. & Sircar, R., 2022, In: SIAM Journal on Financial Mathematics. 13, 1, p. 109-128 20 p.Research output: Contribution to journal › Article › peer-review