| Publication | Date of Publication | Type |
|---|
Data-Driven Brownian Reflection Control
(available as arXiv preprint) | 2026-01-01 | Paper |
Optimal Two-Mode Switching with Setup Costs for a Controlled Ornstein--Uhlenbeck Process
(available as arXiv preprint) | 2026-01-01 | Paper |
A non-convex optimization approach of searching algebraic degree phase-type representations for general phase-type distributions
Advances in Applied Probability | 2025-12-16 | Paper |
Optimal drift rate control and two-sided impulse control for a Brownian system with the long-run average criterion
Advances in Applied Probability | 2025-03-21 | Paper |
Optimal policy for two-stage Brownian inventory systems under the long-run average cost criterion
Numerical Algebra, Control and Optimization | 2025-02-17 | Paper |
On substochastic inverse eigenvalue problems with the corresponding eigenvector constraints
SIAM Journal on Matrix Analysis and Applications | 2024-10-24 | Paper |
Minimal Representation of General Phase-type Distributions: A Non-convex Optimization Approach
(available as arXiv preprint) | 2024-01-01 | Paper |
Minimal positive realizations for linear systems with two-different-pole transfer functions
European Journal of Control | 2023-02-07 | Paper |
Stationary distributions and ergodicity of reflection-type Markov chains
Statistics & Probability Letters | 2022-08-30 | Paper |
Optimal pricing and inventory control strategy for a continuous-review system with product return
Operations Research Letters | 2022-07-22 | Paper |
Ergodic inventory control with diffusion demand and general ordering costs
Operations Research Letters | 2021-12-13 | Paper |
Impulse control with discontinuous setup costs: discounted cost criterion
SIAM Journal on Control and Optimization | 2021-01-21 | Paper |
Technical note -- constant-order policies for lost-sales inventory models with random supply functions: asymptotics and heuristic
Operations Research | 2021-01-08 | Paper |
Ergodic inventory control with diffusion demand and general ordering costs
(available as arXiv preprint) | 2020-12-04 | Paper |
Dual Sourcing Policy for a Continuous-Review Stochastic Inventory System
IEEE Transactions on Automatic Control | 2019-07-18 | Paper |
Optimal drift rate control and impulse control for a stochastic inventory/production system
SIAM Journal on Control and Optimization | 2018-05-24 | Paper |
Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
Mathematics of Operations Research | 2017-12-07 | Paper |
Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs
Mathematics of Operations Research | 2017-12-07 | Paper |
Optimal Policies for Brownian Inventory Systems With a Piecewise Linear Ordering Cost
IEEE Transactions on Automatic Control | 2017-09-21 | Paper |
| Joint pricing and inventory control for a stochastic inventory system with Brownian motion demand | 2016-08-09 | Paper |
| Optimal Control of a Levy Inventory System: The Optimality of Control Band Policy | 2016-07-28 | Paper |
Optimal control policy for a Brownian inventory system with concave ordering cost
Journal of Applied Probability | 2016-03-11 | Paper |
WITHDRAWN: Optimal Control of a Levy Inventory System: The Optimality of Control Band Policy
(available as arXiv preprint) | 2016-01-01 | Paper |
Joint pricing and inventory control for a stochastic inventory system with Brownian motion demand
(available as arXiv preprint) | 2016-01-01 | Paper |
Brownian inventory models with convex holding cost. I: Average-optimal controls
(available as arXiv preprint) | 2014-07-21 | Paper |
Brownian inventory models with convex holding cost. II: Discount-optimal controls
(available as arXiv preprint) | 2014-07-21 | Paper |
Optimal policy for Brownian inventory models with general convex inventory cost
Acta Mathematicae Applicatae Sinica. English Series | 2013-04-17 | Paper |
