| 1 |
Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon
Sun ZY
Applied Mathematics and Optimization, 84(SUPPL 1), S319, 2021 |
| 2 |
Mean-Variance Asset-Liability Management Problem Under Non-Markovian Regime-Switching Models
Shen Y, Wei JQ, Zhao Q
Applied Mathematics and Optimization, 81(3), 859, 2020 |
| 3 |
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
Ni YH, Li X, Zhang JF, Krstic M
IEEE Transactions on Automatic Control, 65(4), 1716, 2020 |
| 4 |
Fuzzy-based novel risk and reward definition applied for optimal generation-mix estimation
Unni AC, Ongsakul W, Madhu MN
Renewable Energy, 148, 665, 2020 |
| 5 |
MINIMIZING THE DISCOUNTED PROBABILITY OF EXPONENTIAL PARISIAN RUIN VIA REINSURANCE
Liang XQ, Young VR
SIAM Journal on Control and Optimization, 58(2), 937, 2020 |
| 6 |
Stochastic Control of Memory Mean-Field Processes
Agram N, Oksendal B
Applied Mathematics and Optimization, 79(1), 181, 2019 |
| 7 |
Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility
Yan TJ, Wong HY
Automatica, 107, 211, 2019 |
| 8 |
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise
Wu WP, Gao JJ, Li D, Shi Y
IEEE Transactions on Automatic Control, 64(5), 1999, 2019 |
| 9 |
MEAN-VARIANCE PORTFOLIO SELECTION UNDER A NON-MARKOVIAN REGIME-SWITCHING MODEL: TIME-CONSISTENT SOLUTIONS
Wang TX, Jin Z, Wei JQ
SIAM Journal on Control and Optimization, 57(5), 3249, 2019 |
| 10 |
Risk constrained stochastic economic dispatch considering dependence of multiple wind farms using pair-copula
Li MS, Lin ZJ, Ji TY, Wu QH
Applied Energy, 226, 967, 2018 |
