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2020 – today
- 2024
[j13]Andi Bodnariu, Sören Christensen
, Kristoffer Lindensjö:
Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems. SIAM J. Control. Optim. 62(2): 1261-1290 (2024)- 2023
- [i1]Sören Christensen, Jan Kallsen:
Is Learning in Biological Neural Networks based on Stochastic Gradient Descent? An analysis using stochastic processes. CoRR abs/2309.05102 (2023) - 2022
- [j12]Sören Christensen, Sven Tomforde:
Reinforcement learning as a basis for cross domain fusion of heterogeneous data. Inform. Spektrum 45(4): 214-217 (2022) - [j11]Sören Christensen, Sven Tomforde:
Reinforcement learning as a basis for cross domain fusion of heterogeneous data. Inform. Spektrum 45(5): 295-299 (2022) - [j10]Sören Christensen, Simon Fischer:
On the Sn/n problem. J. Appl. Probab. 59(2): 571-583 (2022) - [j9]Erhan Bayraktar, Christoph Belak, Sören Christensen, Frank Thomas Seifried:
Convergence of Optimal Investment Problems in the Vanishing Fixed Cost Limit. SIAM J. Control. Optim. 60(5): 2712-2736 (2022) - 2021
- [j8]Sören Christensen, Berenice Anne Neumann, Tobias Sohr:
Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems. SIAM J. Control. Optim. 59(5): 3946-3972 (2021)
2010 – 2019
- 2019
- [j7]Christoph Belak, Sören Christensen:
Utility maximisation in a factor model with constant and proportional transaction costs. Finance Stochastics 23(1): 29-96 (2019) - 2018
- [j6]Sören Christensen, Kristoffer Lindensjö:
On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems. SIAM J. Control. Optim. 56(6): 4228-4255 (2018) - 2017
- [j5]Christoph Belak, Sören Christensen, Frank Thomas Seifried:
A General Verification Result for Stochastic Impulse Control Problems. SIAM J. Control. Optim. 55(2): 627-649 (2017) - [c1]Björn Christensen, Sören Christensen, Tobias Sohr:
Die Verwendung von p-Werten in den Agrarwissenschaften. GIL Jahrestagung 2017: 33-36 - 2015
- [j4]Björn Christensen, Sören Christensen, Tim Hoppe, Michael Spandel:
Everything counts! AStA Wirtschafts und Sozialstatistisches Arch. 9(3-4): 215-232 (2015) - 2013
- [j3]Sören Christensen:
Optimal decision under ambiguity for diffusion processes. Math. Methods Oper. Res. 77(2): 207-226 (2013) - 2012
- [j2]Sören Christensen:
Phase-Type Distributions and Optimal Stopping for Autoregressive Processes. J. Appl. Probab. 49(1): 22-39 (2012)
1990 – 1999
- 1992
- [j1]Sören Christensen:
Sprachen der dritten und vierten Generation - Überleitungskonzepte und Perspektiven. Wirtschaftsinf. 34(2): 156-163 (1992)
Coauthor Index
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