default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDAndrew Papanicolaou
Person information
Other persons with a similar name
SPARQL queries 
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
[j8]Andrew Papanicolaou
, Hao Fu, Prashanth Krishnamurthy, Farshad Khorrami:
A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs. IEEE Access 11: 16774-16792 (2023)- [j7]Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou, Farshad Khorrami:
State constrained stochastic optimal control for continuous and hybrid dynamical systems using DFBSDE. Autom. 155: 111146 (2023) - [i3]Negash Medhin, Andrew Papanicolaou, Marwen Zrida:
Partial-Information Q-Learning for General Two-Player Stochastic Games. CoRR abs/2302.10830 (2023) - [i2]Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou, Farshad Khorrami:
State Constrained Stochastic Optimal Control for Continuous and Hybrid Dynamical Systems Using DFBSDE. CoRR abs/2305.06499 (2023) - 2022
- [j6]Marco Avellaneda, Brian Healy, Andrew Papanicolaou, George Papanicolaou:
Principal Eigenportfolios for U.S. Equities. SIAM J. Financial Math. 13(3): 702-744 (2022) - 2021
- [c1]Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou, Farshad Khorrami:
State Constrained Stochastic Optimal Control Using LSTMs. ACC 2021: 1294-1299 - [i1]Bolun Dai, Prashanth Krishnamurthy, Andrew Papanicolaou, Farshad Khorrami:
State Constrained Stochastic Optimal Control Using LSTMs. CoRR abs/2104.02135 (2021)
2010 – 2019
- 2017
- [j5]Andrew Papanicolaou, Konstantinos Spiliopoulos:
Dimension Reduction in Statistical Estimation of Partially Observed Multiscale Processes. SIAM/ASA J. Uncertain. Quantification 5(1): 1220-1247 (2017) - 2014
- [j4]Andrew Papanicolaou, Konstantinos Spiliopoulos:
Filtering the Maximum Likelihood for Multiscale Problems. Multiscale Model. Simul. 12(3): 1193-1229 (2014) - 2013
- [j3]Andrew Papanicolaou:
Dimension Reduction in Discrete Time Portfolio Optimization with Partial Information. SIAM J. Financial Math. 4(1): 916-960 (2013) - 2012
- [j2]Andrew Papanicolaou:
Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States. Multiscale Model. Simul. 10(3): 906-935 (2012) - 2010
- [j1]Andrew Papanicolaou:
Filtering for fast mean-reverting processes. Asymptot. Anal. 70(3-4): 155-176 (2010)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2025-01-09 13:25 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
