Asaf Cohen

University of Michigan at Ann arbor - Department of Mathematics

Ann Arbor, MI 48109

United States

SCHOLARLY PAPERS

3

DOWNLOADS

290

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

A Macroeconomic SIR Model for COVID-19

Number of pages: 23 Posted: 29 Jun 2020
Erhan Bayraktar, Asaf Cohen and April Nellis
University of Michigan at Ann Arbor - Department of Mathematics, University of Michigan at Ann arbor - Department of Mathematics and University of Michigan
Downloads 212 (175,265)
Citation 1

Abstract:

Loading...

Epidemic modeling, COVID-19, planner problem, value iterations, exit time control problem

2.

Analysis of a Finite State Many Player Game Using Its Master Equation

Number of pages: 36 Posted: 18 Jul 2017 Last Revised: 20 Jul 2018
Erhan Bayraktar and Asaf Cohen
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann arbor - Department of Mathematics
Downloads 40 (506,349)
Citation 4

Abstract:

Loading...

Game theory, Mean-field games, master equation, fluctuations, finite state control problem, Markov chains

3.

Risk Sensitive Control of the Lifetime Ruin Problem

Number of pages: 28 Posted: 22 Mar 2015
Erhan Bayraktar and Asaf Cohen
University of Michigan at Ann Arbor - Department of Mathematics and University of Michigan at Ann arbor - Department of Mathematics
Downloads 38 (515,709)

Abstract:

Loading...

Probability of lifetime ruin, optimal investment, risk sensitive control, large deviations, differential games