| Publication | Date of Publication | Type |
|---|
A new stochastic model for stock price with delay effects
| 2024-07-05 | Paper |
An application of functional Ito's formula to stochastic portfolio optimization with bounded memory
| 2024-07-03 | Paper |
Optimal strategies for green supply chains with competition between green and traditional suppliers
RAIRO - Operations Research | 2024-04-14 | Paper |
Optimal strategies for green supply chain considering social responsibility and environmental responsibility
Journal of Industrial and Management Optimization | 2023-11-02 | Paper |
Optimal Strategies for A Dual-Channel Farming Supply Chain with Horizontal Competition and Cooperation
Asia-Pacific Journal of Operational Research | 2023-10-19 | Paper |
Optimal strategies of contract‐farming supply chain under the cooperative mode of bank‐insurance: loan guarantee insurance versus yield insurance
International Transactions in Operational Research | 2023-09-29 | Paper |
Optimal strategies for a capital constrained contract-farming supply chain with yield insurance
RAIRO - Operations Research | 2021-07-22 | Paper |
Financing strategies for a capital-constrained supplier under yield uncertainty
Journal of Industrial and Management Optimization | 2020-07-16 | Paper |
Portfolio optimization for assets with stochastic yields and stochastic volatility
Journal of Optimization Theory and Applications | 2019-08-13 | Paper |
A closed-form solution of the Black-Litterman model with conditional value at risk
Operations Research Letters | 2019-06-11 | Paper |
A mutual subsidy mechanism for a seasonal product supply chain channel under double price regulation
Asia-Pacific Journal of Operational Research | 2018-12-10 | Paper |
A stochastic portfolio optimization model with complete memory
Stochastic Analysis and Applications | 2017-09-06 | Paper |
An introduction to quantum Monte Carlo methods
| 2017-08-02 | Paper |
An infinite time horizon portfolio optimization model with delays
Mathematical Control and Related Fields | 2016-11-07 | Paper |
A symbolic model checker for propositional projection temporal logic
| 2016-01-15 | Paper |
Viscosity solution of optimal stopping problem for stochastic systems with bounded memory
Stochastic Analysis and Applications | 2012-12-13 | Paper |
A stochastic portfolio optimization model with bounded memory
Mathematics of Operations Research | 2012-05-24 | Paper |
An approximation scheme for Black-Scholes equations with delays
Journal of Systems Science and Complexity | 2010-11-03 | Paper |
An Introduction to Computational Physics
| 2010-07-08 | Paper |
Path-integral quantum Monte Carlo study of a mixture of Bose-Einstein condensates
Physics Letters. A | 2010-06-02 | Paper |
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
SIAM Journal on Control and Optimization | 2010-04-28 | Paper |
Finite difference approximation for stochastic optimal stopping problems with delays
Journal of Industrial and Management Optimization | 2009-03-30 | Paper |
Finite Difference Approximations for Stochastic Control Systems with Delay
Stochastic Analysis and Applications | 2008-06-12 | Paper |
Optimal control of stochastic functional differential equations with a bounded memory
Stochastics | 2008-03-18 | Paper |
STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY
International Journal of Theoretical and Applied Finance | 2006-09-12 | Paper |
An Introduction to Computational Physics
| 2006-01-18 | Paper |
A stochastic control model of investment, production and consumption
Quarterly of Applied Mathematics | 2005-08-17 | Paper |
An Application of Stochastic Control Theory to Financial Economics
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
scientific article; zbMATH DE number 1930767 (Why is no real title available?)
| 2004-01-26 | Paper |
Global smooth solutions and large time behavior of the one-dimensional Navier-Stokes equations
Journal of Mathematical Analysis and Applications | 2000-07-23 | Paper |
Global smooth solution and large time behavior of the one-dimensional Navier-Stokes equations
Journal of Mathematical Analysis and Applications | 1999-09-22 | Paper |
scientific article; zbMATH DE number 1209149 (Why is no real title available?)
| 1998-10-11 | Paper |
scientific article; zbMATH DE number 822321 (Why is no real title available?)
| 1995-11-29 | Paper |
