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Selk, Zachary

  1. The Small-Noise Limit of the Most Likely Element is the Most Likely Element in the Small-Noise Limit
    2022/09/09 by Zachary Selk, Harsha Honnappa, Selk, Zachary +1 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #60 #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  2. Information Projection on Banach spaces with Applications to State\n Independent KL-Weighted Optimal Control
    2020/09/07 by Zachary Selk, Selk, Zachary, William L. Haskell +3 · 1 citation
    Economics, Econometrics and Finance · #Stochastic processes and financial applications
  3. Robustness of Optimal Controlled Diffusions with Near-Brownian Noise via Rough Paths Theory
    2023/10/15 by Pradhan, Somnath, Selk, Zachary, Yüksel, Serdar · 1 citation
    #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)