Jan Palczewski
University of Leeds
H-index: 17
Europe-United Kingdom
Top articles of Jan Palczewski
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
On the continuity of optimal stopping surfaces for jump-diffusions | SIAM Journal on Control and Optimization | Cheng Cai Tiziano De Angelis Jan Palczewski | 2023/6/30 |
Zero-sum stopper vs. singular-controller games with constrained control directions | arXiv preprint arXiv:2306.05113 | Andrea Bovo Tiziano De Angelis Jan Palczewski | 2023/6/8 |
Automatic model training under restrictive time constraints | Statistics and Computing | Lukas Cironis Jan Palczewski Georgios Aivaliotis | 2023/2 |
Stopper vs. singular-controller games with degenerate diffusions | arXiv preprint arXiv:2312.00613 | Andrea Bovo Tiziano De Angelis Jan Palczewski | 2023/12/1 |
Exit game with private information | Available at SSRN 4239180 | H Dharma Kwon Jan Palczewski | 2023/10/5 |
Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space | arXiv preprint arXiv:2309.11396 | Luis Mario Chaparro Jáquez Elena Issoglio Jan Palczewski | 2023/9/20 |
Use of kernel density estimation to understand the spatial trends of attacking possessions in rugby league | arXiv preprint arXiv:2206.07930 | Thomas Sawczuk Anna Palczewska Ben Jones Jan Palczewski | 2022/6/16 |
On the value of non-Markovian Dynkin games with partial and asymmetric information | The Annals of Applied Probability | Tiziano De Angelis Nikita Merkulov Jan Palczewski | 2022/6 |
A Bayesian Mixture Model Approach to Expected Possession Values in Rugby League | arXiv preprint arXiv:2212.10904 | Thomas Sawczuk Anna Palczewska Ben Jones Jan Palczewski | 2022/12/21 |
The American put with finite‐time maturity and stochastic interest rate | Mathematical Finance | Cheng Cai Tiziano De Angelis Jan Palczewski | 2022/10 |
Machine learning, materiality and governance: a health and social care case study | Information Polity | Justin Keen Roy Ruddle Jan Palczewski Georgios Aivaliotis Anna Palczewska | 2021/1/1 |
Optimal hedging of a perpetual American put with a single trade | SIAM Journal on Financial Mathematics | Cheng Cai Tiziano De Angelis Jan Palczewski | 2021 |
A comparison of time to event analysis methods, using weight status and breast cancer as a case study | Scientific reports | Georgios Aivaliotis Jan Palczewski Rebecca Atkinson Janet E Cade Michelle A Morris | 2021/7/7 |
Statistical learning for probability-constrained stochastic optimal control | European Journal of Operational Research | Alessandro Balata Michael Ludkovski Aditya Maheshwari Jan Palczewski | 2021/4/16 |
Using electricity storage to reduce greenhouse gas emissions | Applied Energy | Andrew J Pimm Jan Palczewski Edward R Barbour Tim T Cockerill | 2021/1/15 |
Community energy storage: A case study in the UK using a linear programming method | Energy conversion and management | Andrew J Pimm Jan Palczewski Robin Morris Tim T Cockerill Peter G Taylor | 2020/2/1 |
Co-Authors
