Shuenn-Jyi Sheu

Available identifiers

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5326973	2013-08-01	Paper
A Convexity Approach to Option Pricing with Transaction Costs in Discrete Models	2012-09-07	Paper
Max-plus stochastic control and risk-sensitivity	2010-10-15	Paper
Ergodic type Bellman equations of first order with quadratic Hamiltonian	2009-07-24	Paper
On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control	2006-06-12	Paper
Differential games of inf-sup type and Isaacs equations	2006-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q3159221	2005-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q3160510	2005-02-09	Paper
Risk-sensitive control and an optimal investment model. II.	2003-05-06	Paper
Large deviation of diffusion processes with discontinuous drift and their occupation times.	2003-05-06	Paper
Small perturbation of diffusions in inhomogeneous media	2002-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q2712723	2001-10-02	Paper
Risk-Sensitive Control and an Optimal Investment Model	2001-03-29	Paper
Optimal long term growth rate of expected utility of wealth	2000-09-04	Paper
Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential	1998-03-18	Paper
Large deviation of small perturbation of some unstable systems	1997-10-16	Paper
Large deviation of some infinite-dimensional markov processes^∗	1988-01-01	Paper
A remark on the large deviations of an ergodic markov process	1987-01-01	Paper

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