Керем Угурлу, Ph.D
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Ассистент профессор
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4724
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Research Interest
Биография
Избранные публикации
Предлагаемые курсы
- “Robust Merton Problem with Time Varying Nondominated Priors”,
- “Optimal Control of MDPs with Unbounded Cost on Infinite Horizon”, Journal of Compu- tational and Applied Mathematics, Volume 344, 15 December 2018, Pages 275-287.
- “Optimal Contract Design in the Principal Agent Problem with Unknown Productivity”, Turkish Journal of Mathematics 42, pp. 977-992,
- “Decomposability and Time Consistency of Risk Averse Multistage Programs”, (with Alexan- der Shapiro) Operations Research Letters, vol. 44, pp. 663-665,
- “On the Galerkin Approximation and Strong Norm Bounds for the Stochastic Navier-Stokes Equations with Multiplicative Noise”, (with Mohammed Ziane and Igor Kukavica), Differen- tial and Integral Equations, Volume 31, Number 3/4 (2018), 173-186.
- “Continuity of Cost Functional and Optimal Feedback Controls for the Stochastic Navier Stokes Equation in 2D”, Communications on Pure and Applied Analysis, vol. 16, pp. 189- 207,
- “Controlled Markov Chains with AVaR-Criteria, for Unbounded Costs”, Journal of Compu- tational and Applied Mathematics, Volume 319, 2017, pp. 24-37.
Math 514, Operations Research
Math 425, Stochastic Processes