This list includes publications from my days in academia.
Anything older than 2016 is excluded. For a more complete list, I refer you to my Google Scholar page. You may also find my MathSciNet page useful. Most of the documents below have open access links to preprints that can alternatively be found by searching for me on the arXiv.
- P. Azimzadeh, “A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions”, In Appl. Math. Optim., vol. 79, no. 2, pp. 483–514, 2019. [arXiv] [pdf] [doi]
- P. Azimzadeh, E. Bayraktar, “High order Bellman equations and weakly chained diagonally dominant tensors”, In SIAM J. Matrix Anal. Appl., vol. 40, no. 1, pp. 276-298, 2019. [arXiv] [pdf] [doi]
- P. Azimzadeh, “A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix”, In Math. Comp., vol. 88, no. 316, pp. 783–800, 2019. [arXiv] [pdf] [doi]
- M. Amy, P. Azimzadeh, M. Mosca, “On the CNOT-complexity of CNOT-phase circuits”, In Quantum Science and Technology, 2018. [arXiv] [pdf] [doi]
- P. Azimzadeh, E. Bayraktar, G. Labahn, “Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities”, In SIAM J. Control and Optim., vol. 56, no. 6, pp. 3994–4016, 2018. [arXiv] [pdf] [doi]
- 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] [doi]
- P. Azimzadeh, T. Carpenter, “Fast Engset computation”, In Oper. Res. Lett., vol. 44, no. 3, pp. 313–318, 2016. [arXiv] [pdf] [pypi] [github] [doi]
- P. Azimzadeh, “Impulse control in finance: numerical methods and viscosity solutions”, PhD thesis, University of Waterloo, 2017. [arXiv] [pdf]