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
- 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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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
1 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
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Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem
Avanesyan, L., Shkolnikov, M. & Sircar, R., Oct 1 2020, In: Finance and Stochastics. 24, 4, p. 981-1011 31 p.Research output: Contribution to journal › Article › peer-review
4 Scopus citations -
Deep PQR: Solving inverse reinforcement learning using anchor actions
Geng, S., Nassif, H., Manzanares, C. A., Max Reppen, A. & Sircar, R., 2020, 37th International Conference on Machine Learning, ICML 2020. Daume, H. & Singh, A. (eds.). International Machine Learning Society (IMLS), p. 3389-3399 11 p. (37th International Conference on Machine Learning, ICML 2020; vol. PartF168147-5).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
1 Scopus citations