Asaf Cohen

A Numerical Scheme for a Mean Field Game in Some Queueing Systems Based on Markov Chain Approximation Method

Erhan Bayraktar, Amarjit Budhiraja, Asaf Cohen, 2017, SIAM J. Control. Optim..

Risk Sensitive Control of the Lifetime Ruin Problem

Erhan Bayraktar, Asaf Cohen, A. Cohen, 2015, 1503.05769.

Parameter Estimation: The Proper Way to Use Bayesian Posterior Processes with Brownian Noise

Asaf Cohen, A. Cohen, 2013, Math. Oper. Res..

A Differential Game for a Multiclass Queueing Model in the Moderate-Deviation Heavy-Traffic Regime

Rami Atar, Asaf Cohen, 2016, Math. Oper. Res..

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

Erhan Bayraktar, Asaf Cohen, A. Cohen, 2017, SIAM J. Control. Optim..

Bandit Problems with Lévy Processes

Eilon Solan, Asaf Cohen, 2013, Math. Oper. Res..

Learning a Faceted Customer Segmentation for Discovering new Business Opportunities at Intel

Eran Avidan, Tom Hope, Asaf Cohen, 2019, 2019 IEEE International Conference on Big Data (Big Data).

Brownian Control Problems for a Multiclass M/M/1 Queueing Problem with Model Uncertainty

Asaf Cohen, A. Cohen, 2017, Math. Oper. Res..

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

Erhan Bayraktar, Asaf Cohen, A. Cohen, 2017, SIAM J. Control. Optim..