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Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case., and . SIAM J. Control and Optimization, 55 (2): 936-960 (2017)RobustSPAM for Inference from Noisy Longitudinal Data and Preservation of Privacy., , , and . ICMLA, page 344-351. IEEE, (2017)Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space., , and . CoRR, (2023)Optimal Hedging of a Perpetual American Put with a Single Trade., , and . SIAM J. Financial Math., 12 (2): 823-866 (2021)Adaptive Monte Carlo Maximum Likelihood., , , and . Challenges in Computational Statistics and Data Mining, volume 605 of Studies in Computational Intelligence, Springer, (2016)Automatic model training under restrictive time constraints., , and . CoRR, (2021)Use of Kernel Density Estimation to Understand the Spatial Trends of Attacking Possessions in Rugby League., , , and . UKCI, volume 1454 of Advances in Intelligent Systems and Computing, page 214-225. Springer, (2022)Maximization of the portfolio growth rate under fixed and proportional transaction costs., and . Commun. Inf. Syst., 7 (1): 31-58 (2007)Investment strategies and compensation of a mean-variance optimizing fund manager., and . Eur. J. Oper. Res., 234 (2): 561-570 (2014)Dynamic portfolio optimization with transaction costs and state-dependent drift., , , and . Eur. J. Oper. Res., 243 (3): 921-931 (2015)