Marianne Akian

Publications

1.2K

Citations

H-Index

1990

Active since

Affiliations

Institut national de recherche en sciences et technologies du numérique(Current)

École Polytechnique

Centre de Mathématiques Appliquées de l'École polytechnique

Indian Statistical Institute

Centre Inria de Saclay

Marianne Akian is an author at Institut national de recherche en sciences et technologies du numérique specializing in engineering, mathematical programming, and spectral theory.

ORCID

Top concepts

EngineeringMathematical ProgrammingSpectral TheoryFunctional AnalysisBusinessFinanceManagementPortfolio OptimizationEconomicsAsset Pricing

Publications per year

1990–2020

Publications

On an Investment-Consumption Model with Transaction Costs

Marianne Akian, J. L. Menaldi, Agnès Sulem · SIAM Journal on Control and Optimization · 1996 · 187 citations

Mathematical Programming, Financial Mathematics, Computational Finance +16

The Max-Plus Finite Element Method for Solving Deterministic Optimal Control Problems: Basic Properties and Convergence Analysis

Marianne Akian, Stéphane Gaubert, Asma Lakhoua · SIAM Journal on Control and Optimization · 2008 · 108 citations · Full text

Densities of idempotent measures and large deviations

Marianne Akian · Transactions of the American Mathematical Society · 1999 · 103 citations · Full text

Large Deviations, Measure Theory, Density Estimation +11

Dynamic Optimization of Long‐Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility

Marianne Akian, Agnès Sulem, Michael Taksar · Mathematical Finance · 2001 · 92 citations

Long‐term Growth Rate, Portfolio Management, Optimal Investment Policy +19

Linear systems in (max, +) algebra

Marianne Akian, Guy Cohen, Stéphane Gaubert et al. · 1990 · 62 citations

Algebraic Logic, Linear Systems, Abstract Algebra +4

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