Economics and Finance

1. G. Y. Weintraub, C. L. Benkard, and B. Van Roy, ``Industry Dynamics: Foundations for Models with an Infinite Number of Firms,'' submitted for publication.

2. C. C. Moallemi, B. Park, and B. Van Roy, ``Strategic Execution in the Presence of an Uninformed Arbitrageur,'' submitted for publication.

3. B. Van Roy, ``On Regression-Based Stopping Times,'' forthcoming in Discrete Event Dynamic Systems.

4. R. Johari, G. Y. Weintraub, and B. Van Roy, ``Investment and Market Structure in Industries with Congestion,'' forthcoming in Operations Research.

5. J. Han and B. Van Roy, ``Control of Diffusions via Linear Programming,'' to appear in a volume on stochastic programming in honor of George Dantzig, edited by Gerd Infanger.

6. G. Y. Weintraub, C. L. Benkard, and B. Van Roy, ``Computational Methods for Oblivious Equilibrium,'' forthcoming in Operations Research. [Matlab code (updated July 2008)]

7. G. Y. Weintraub, C. L. Benkard, and B. Van Roy, ``Markov Perfect Industry Dynamics with Many Firms,'' Econometrica, Vol. 76, No. 6, 2008, pp. 1375-1411. [Technical Appendix]

8. N. O. Keohane, B. Van Roy, and R. J. Zeckhauser, ``Managing the Quality of a Resource with Stock and Flow Controls,'' Journal of Public Economics, Vol. 91, 2007, pp. 541-569.

9. J. N. Tsitsiklis and B. Van Roy, ``Regression Methods for Pricing Complex American-Style Options,'' IEEE Transactions on Neural Networks, Vol. 12, No. 4 (special issue on computational finance), July 2001, pp. 694-703.

10. J. N. Tsitsiklis and B. Van Roy, ``Optimal Stopping of Markov Processes: Hilbert Space Theory, Approximation Algorithms, and an Application to Pricing High-Dimensional Financial Derivatives,'' IEEE Transactions on Automatic Control, Vol. 44, No. 10, October 1999, pp. 1840-1851.