Analysis of a finite state many player game using its master equation E Bayraktar, A Cohen SIAM Journal on Control and Optimization 56 (5), 3538-3568, 2018 | 83 | 2018 |

Finite state mean field games with Wright–Fisher common noise E Bayraktar, A Cecchin, A Cohen, F Delarue Journal de Mathématiques Pures et Appliquées 147, 98-162, 2021 | 64 | 2021 |

Bandit problems with Lévy processes A Cohen, E Solan Mathematics of Operations Research 38 (1), 92-107, 2013 | 44 | 2013 |

A macroeconomic SIR model for COVID-19 E Bayraktar, A Cohen, A Nellis Mathematics 9 (16), 1901, 2021 | 29 | 2021 |

Finite State Mean Field Games with Wright–Fisher Common Noise as Limits of *N*-Player Weighted GamesE Bayraktar, A Cecchin, A Cohen, F Delarue Mathematics of Operations Research 47 (4), 2840-2890, 2022 | 27 | 2022 |

A numerical scheme for a mean field game in some queueing systems based on Markov chain approximation method E Bayraktar, A Budhiraja, A Cohen SIAM Journal on Control and Optimization 56 (6), 4017-4044, 2018 | 21 | 2018 |

Brownian control problems for a multiclass M/M/1 queueing problem with model uncertainty A Cohen Mathematics of Operations Research 44 (2), 739-766, 2019 | 14 | 2019 |

Rate of convergence of the probability of ruin in the Cramér–Lundberg model to its diffusion approximation A Cohen, VR Young Insurance: Mathematics and Economics 93, 333-340, 2020 | 12 | 2020 |

Asymptotic analysis of a multiclass queueing control problem under heavy traffic with model uncertainty A Cohen Stochastic Systems 9 (4), 359-391, 2019 | 12 | 2019 |

Rate control under heavy traffic with strategic servers E Bayraktar, A Budhiraja, A Cohen Annals of Applied Probability 29 (1), 1-35, 2019 | 12 | 2019 |

On singular control problems, the time-stretching method, and the weak-M1 topology A Cohen SIAM Journal on Control and Optimization 59 (1), 50-77, 2021 | 11 | 2021 |

A differential game for a multiclass queueing model in the moderate-deviation heavy-traffic regime R Atar, A Cohen Mathematics of Operations Research 41 (4), 1354-1380, 2016 | 10 | 2016 |

Asymptotically optimal control for a multiclass queueing model in the moderate deviation heavy traffic regime R Atar, A Cohen | 7 | 2017 |

Serve the shortest queue and Walsh Brownian motion R Atar, A Cohen | 6 | 2019 |

Optimal dividend problem: Asymptotic analysis A Cohen, VR Young SIAM Journal on Financial Mathematics 12 (1), 29-46, 2021 | 5 | 2021 |

Risk sensitive control of the lifetime ruin problem E Bayraktar, A Cohen Applied Mathematics & Optimization 77, 229-252, 2018 | 4 | 2018 |

Minimizing lifetime poverty with a penalty for bankruptcy A Cohen, VR Young Insurance: Mathematics and Economics 69, 156-167, 2016 | 2 | 2016 |

Parameter estimation: the proper way to use Bayesian posterior processes with Brownian noise A Cohen Mathematics of Operations Research 40 (2), 361-389, 2015 | 2 | 2015 |

Asymptotic approximation of the probability of ruin for large values of the Poisson rate A Cohen, VR Young arXiv 2019, 2019 | 1 | 2019 |

Bayesian Sequential Hypothesis-testing in Continuous Time A Cohen Tel-Aviv University. Raymond and Beverly Sackler faculty of exact sciences, 2013 | | 2013 |