Reliability based design optimization of asphalt pavements M Sanchez-Silva, O Arroyo, M Junca, S Caro, B Caicedo The International Journal of Pavement Engineering 6 (4), 281-294, 2005 | 65 | 2005 |
Optimal maintenance policy for permanently monitored infrastructure subjected to extreme events M Junca, M Sanchez-Silva Probabilistic engineering mechanics 33, 1-8, 2013 | 35 | 2013 |
Optimal maintenance policy for a compound poisson shock model M Junca, M Sánchez-Silva Reliability, IEEE Transactions on 62 (1), 66-72, 2013 | 29 | 2013 |
Optimal dividend payments under a time of ruin constraint: Exponential claims C Hernandez, M Junca Insurance: Mathematics and Economics 65, 136-142, 2015 | 21 | 2015 |
A time of ruin constrained optimal dividend problem for spectrally one-sided L\'evy processes C Hernandez, M Junca, H Moreno-Franco Insurance: Mathematics and Economics, 79, 57-68, 2018 | 19 | 2018 |
Optimal execution strategy in the presence of permanent price impact and fixed transaction cost M Junca Optimal Control Applications and Methods 33 (6), 713-738, 2012 | 11 | 2012 |
Moment-SOS hierarchy and exit time of stochastic processes D Henrion, M Junca, M Velasco arXiv preprint arXiv:2101.06009, 2021 | 10 | 2021 |
Compressed sensing of data with a known distribution M Díaz, M Junca, F Rincón, M Velasco Applied and Computational Harmonic Analysis 45 (3), 486-504, 2018 | 10 | 2018 |
Approximate super-resolution of positive measures in all dimensions H García, C Hernández, M Junca, M Velasco Applied and Computational Harmonic Analysis 52, 251-278, 2021 | 8 | 2021 |
On reachability of Markov chains: A long-run average approach D Ávila, M Junca IEEE Transactions on Automatic Control 67 (4), 1996-2003, 2021 | 5 | 2021 |
Optimal bail-out dividends problem with transaction cost and capital injection constraint M Junca, H Moreno-Franco, JL Pérez Risks 7 (1), 13, 2019 | 5 | 2019 |
Moment-SOS hierarchy and exit location of stochastic processes D Henrion, M Junca, M Velasco Numerical Algebra, Control and Optimization, 0-0, 2024 | 3 | 2024 |
Applying high-performance computing to the European resource adequacy assessment D Ávila, A Papavasiliou, M Junca, L Exizidis IEEE Transactions on Power Systems, 2023 | 3 | 2023 |
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics M Junca, R Serrano Mathematics and Financial Economics 15 (4), 775-809, 2021 | 3 | 2021 |
Optimality of refraction strategies for a constrained dividend problem M Junca, HA Moreno-Franco, JL Pérez, K Yamazaki Advances in Applied Probability 51 (3), 633-666, 2019 | 3 | 2019 |
Decision-dependent Distributionally Robust Optimization D Fonseca, M Junca arXiv preprint arXiv:2303.03971, 2023 | 2 | 2023 |
Introducción a las desigualdades lineales matriciales y su aplicación en control automático M Junca, VHG Palacio, AG Sellier Ingeniería 10 (2), 30-37, 2005 | 2 | 2005 |
Wasserstein Distributionally Robust Optimization with Expected Value Constraints D Fonseca, M Junca arXiv preprint arXiv:2111.04663, 2023 | 1* | 2023 |
Compressive sensing and truncated moment problems on spheres H García, C Hernández, M Junca, M Velasco arXiv preprint arXiv:1710.09496, 2017 | 1 | 2017 |
Introducción a matemáticas financieras M Junca Universidad de los Andes, Bogotá, 2015 | 1 | 2015 |