This list includes only publications that reflect my current research interests. For a more complete list, I would refer you to Google Scholar. You my also find the listing on MathSciNet useful. Most of the documents below have open access links to preprints on the web or on the arXiv.

9 results
[9]P. Azimzadeh, E. Bayraktar, "High order Bellman equations and weakly chained diagonally dominant tensors", In arXiv preprint arXiv:1803.08870, 2018. [arXiv] [pdf] [bibtex]
[8]M. Amy, P. Azimzadeh, M. Mosca, "On the CNOT-complexity of CNOT-phase circuits", In arXiv preprint arXiv:1712.01859, 2017. [arXiv] [pdf] [bibtex]
[7]P. Azimzadeh, E. Bayraktar, G. Labahn, "Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities", In arXiv preprint arXiv:1705.02922, 2017. [arXiv] [pdf] [bibtex]
[6]P. Azimzadeh, "A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix", In Math. Comp. (to appear), 2017. [arXiv] [pdf] [bibtex] [doi]
[5]P. Azimzadeh, "A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions", In Appl. Math. Optim. (to appear), 2017. [arXiv] [pdf] [bibtex] [doi]
[4]P. Azimzadeh, P. A. Forsyth, "Weakly chained matrices, policy iteration, and impulse control", In SIAM J. Numer. Anal., vol. 54, no. 3, pp. 1341–1364, 2016. [arXiv] [pdf] [bibtex] [doi]
[3]P. Azimzadeh, T. Carpenter, "Fast Engset computation", In Oper. Res. Lett., vol. 44, no. 3, pp. 313–318, 2016. [arXiv] [pdf] [pypi] [github] [bibtex] [doi]
[2]P. Azimzadeh, P. A. Forsyth, "The existence of optimal bang-bang controls for GMxB contracts", In SIAM J. Financial Math., vol. 6, no. 1, pp. 117–139, 2015. [arXiv] [pdf] [bibtex] [doi]
[1]P. Azimzadeh, P. A. Forsyth, K. R. Vetzal, "Hedging costs for variable annuities under regime-switching", Chapter in Hidden Markov models in finance, Springer, New York, vol. 209, pp. 133–166, 2014. [bibtex] [doi]