Asaf Cohen

Economics, Econometrics and Finance · University of Michigan

Mid career · publishing since 2003

Stochastic processes and financial applications Advanced Queuing Theory Analysis Probability and Risk Models Advanced Bandit Algorithms Research Risk and Portfolio Optimization

Publications

Citations

394

Est. group size

Recurring co-author estimate

Active years

Publishing since 2003

In context

Among 205 mid career Economics, Econometrics and Finance PIs within our index

Citations: 394cohort median 551

Publications / year (recent): 4.0cohort median 2.6

Typically publishes in teams of ~2 · 82% small-team papers (≤3 authors) · across 17 venues

Publication cadence

Publications per year over the last 10 years — averaging 4.0/year recently

Collaborators per year

Distinct co-authors at University of Michigan each year — a rough indication of whether the group around this researcher has been growing or contracting. An estimate from co-authorship, not a roster: collaborators are not necessarily lab members, and recent years can be under-counted while indexing catches up.

Recent publications

Thompson Sampling Algorithm for Stochastic Games
Open MIND · 2026
Thompson Sampling Algorithm for Stochastic Games
arXiv (Cornell University) · 2026
Operator Learning for Families of Finite-State Mean-Field Games
Open MIND · 2026
Operator Learning for Families of Finite-State Mean-Field Games
arXiv (Cornell University) · 2026
Turnpike properties in linear quadratic Gaussian <i>N</i> -player differential games
ESAIM Control Optimisation and Calculus of Variations · 2026
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
Mathematics of Operations Research · 2025
The Sensible Senseless Person: a theoretical framework for clinical assessment of proprioception
medRxiv · 2025
Learning-Based Optimal Admission Control in a Single-Server Queuing System
Stochastic Systems · 2024
Existence of Optimal Stationary Singular Controls and Mean Field Game Equilibria
arXiv (Cornell University) · 2024
Optimal Dividends Under Model Uncertainty
SIAM Journal on Financial Mathematics · 2023
A scaling limit for utility indifference prices in the discretised Bachelier model
Finance and Stochastics · 2022
Optimal Ergodic Harvesting under Ambiguity
SIAM Journal on Control and Optimization · 2022
Learning-based Optimal Admission Control in a Single Server Queuing System
2022
Asymptotic optimality of the generalized <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si4.svg"><mml:mrow><mml:mi>c</mml:mi><mml:mi>μ</mml:mi></mml:mrow></mml:math> rule under model uncertainty
Stochastic Processes and their Applications · 2021
On Singular Control Problems, the Time-Stretching Method, and the Weak-M1 Topology
SIAM Journal on Control and Optimization · 2021

Publishes in

arXiv (Cornell University)×9
Mathematics of Operations Research×5
SIAM Journal on Control and Optimization×4
SIAM Journal on Financial Mathematics×3
The Annals of Applied Probability×3

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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 25, 2026.

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