Concepedia

Stefania Maroso

SM

4

Publications

174

Citations

4

H-Index

2005

Active since

Affiliations

Laboratoire Jacques-Louis Lions(Current)

École Polytechnique

Centre de Mathématiques Appliquées de l'École polytechnique

Stefania Maroso is an author at Laboratoire Jacques-Louis Lions specializing in approximation theory, combinatorial optimization, and engineering.

Top concepts

EngineeringApproximation TheoryMathematical ProgrammingCombinatorial OptimizationOption PricingProcess ControlAlgorithm DesignComputer ScienceInverse ProblemsNumerical Analysis

Publications per year

2005–2009

4

Publications

4

Some Convergence Results for Howard's Algorithm

Olivier Bokanowski, Stefania Maroso, Hasnaa Zidani · SIAM Journal on Numerical Analysis · 2009 · 132 citations

Mathematical Programming, Convergence Results, Monotonicity Assumption +15

Numerical Approximation for a Superreplication Problem under Gamma Constraints

Olivier Bokanowski, Benjamin Bruder, Stefania Maroso et al. · SIAM Journal on Numerical Analysis · 2009 · 16 citations · Full text

Numerical Analysis, Mathematical Programming, Option Pricing +10

Error estimates for stochastic differential games: the adverse stopping case

J. Frédéric Bonnans, Stefania Maroso · IMA Journal of Numerical Analysis · 2005 · 14 citations · Full text

Error Estimates for a Stochastic Impulse Control Problem

Frédéric Bonnans, Stefania Maroso · Applied Mathematics & Optimization · 2007 · 12 citations · Full text

Stochastic Hybrid System, Error Estimates, Uncertainty Quantification +4

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