The following pages link to Shuenn-Jyi Sheu (Q708867):
Displaying 19 items.
- Max-plus stochastic control and risk-sensitivity (Q708868) (← links)
- Differential games of inf-sup type and Isaacs equations (Q814936) (← links)
- Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential (Q1381574) (← links)
- Optimal long term growth rate of expected utility of wealth (Q1578591) (← links)
- Small perturbation of diffusions in inhomogeneous media (Q1599986) (← links)
- (Q1872383) (redirect page) (← links)
- Risk-sensitive control and an optimal investment model. II. (Q1872384) (← links)
- Large deviation of diffusion processes with discontinuous drift and their occupation times. (Q1872505) (← links)
- Ergodic type Bellman equations of first order with quadratic Hamiltonian (Q2391247) (← links)
- On the structure of solutions of ergodic type Bellman equation related to risk-sensitive control (Q2493181) (← links)
- Risk-Sensitive Control and an Optimal Investment Model (Q2707143) (← links)
- (Q2712723) (← links)
- A Convexity Approach to Option Pricing with Transaction Costs in Discrete Models (Q2909988) (← links)
- Large deviation of small perturbation of some unstable systems (Q3128356) (← links)
- (Q3159221) (← links)
- (Q3160510) (← links)
- Large deviation of some infinite-dimensional markov processes<sup>∗</sup> (Q3777158) (← links)
- A remark on the large deviations of an ergodic markov process (Q3779513) (← links)
- (Q5326973) (← links)
