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Mauricio Junca
Mauricio Junca
Associate Professor, Department of Mathematics, Universidad de los Andes, Colombia
Verified email at uniandes.edu.co - Homepage
Title
Cited by
Cited by
Year
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
622005
Optimal maintenance policy for permanently monitored infrastructure subjected to extreme events
M Junca, M Sanchez-Silva
Probabilistic engineering mechanics 33, 1-8, 2013
352013
Optimal maintenance policy for a compound poisson shock model
M Junca, M Sánchez-Silva
Reliability, IEEE Transactions on 62 (1), 66-72, 2013
292013
Optimal dividend payments under a time of ruin constraint: Exponential claims
C Hernandez, M Junca
Insurance: Mathematics and Economics 65, 136-142, 2015
202015
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
192018
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
102012
Moment-SOS hierarchy and exit time of stochastic processes
D Henrion, M Junca, M Velasco
arXiv preprint arXiv:2101.06009, 2021
92021
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
92018
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
72021
On reachability of Markov chains: A long-run average approach
D Ávila, M Junca
IEEE Transactions on Automatic Control 67 (4), 1996-2003, 2021
32021
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
32019
Optimal bail-out dividends problem with transaction cost and capital injection constraint
M Junca, H Moreno-Franco, JL Pérez
Risks 7 (1), 13, 2019
32019
Moment-SOS hierarchy and exit location of stochastic processes
D Henrion, M Junca, M Velasco
22023
Applying High-Performance Computing to the European Resource Adequacy Assessment
D Ávila, A Papavasiliou, M Junca, L Exizidis
IEEE Transactions on Power Systems, 2023
22023
Introducción a las desigualdades lineales matriciales y su aplicación en control automático
M Junca, VHG Palacio, AG Sellier
Ingeniería 10 (2), 30-37, 2005
22005
Wasserstein Distributionally Robust Optimization with Expected Value Constraints
D Fonseca, M Junca
arXiv preprint arXiv:2111.04663, 2023
1*2023
Decision-dependent Distributionally Robust Optimization
D Fonseca, M Junca
arXiv preprint arXiv:2303.03971, 2023
12023
Compressive sensing and truncated moment problems on spheres
H García, C Hernández, M Junca, M Velasco
arXiv preprint arXiv:1710.09496, 2017
12017
Introducción a matemáticas financieras
M Junca
Universidad de los Andes, Bogotá, 2015
12015
Optimal execution strategy: Price impact and transaction cost
MJJ Peláez
University of California, Berkeley, 2011
12011
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