검색결과 : 9건
| No. | Article |
|---|---|
| 1 |
Decentralized Control of a Stochastic Multi-Agent Queueing System Li P, Lim AEB, Shanthikumar JG IEEE Transactions on Automatic Control, 57(11), 2762, 2012 |
| 2 |
A new risk-sensitive maximum principle Lim AEB, Zhou XY IEEE Transactions on Automatic Control, 50(7), 958, 2005 |
| 3 |
Mean-variance hedging when there are jumps Lim AEB SIAM Journal on Control and Optimization, 44(5), 1893, 2005 |
| 4 |
Multiple-objective risk-sensitive control and its small noise limit Lim AEB, Zhou XY, Moore JB Automatica, 39(3), 533, 2003 |
| 5 |
Dynamic mean-variance portfolio selection with no-shorting constraints Li X, Zhou XY, Lim AEB SIAM Journal on Control and Optimization, 40(5), 1540, 2002 |
| 6 |
Sensor scheduling in continuous time Lee HWJ, Teo KL, Lim AEB Automatica, 37(12), 2017, 2001 |
| 7 |
Risk-sensitive control with HARA Lim AEB, Zhou XY IEEE Transactions on Automatic Control, 46(4), 563, 2001 |
| 8 |
Linear-quadratic control of backward stochastic differential equations Lim AEB, Zhou XY SIAM Journal on Control and Optimization, 40(2), 450, 2001 |
| 9 |
Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights Lim AEB, Zhou XY IEEE Transactions on Automatic Control, 44(7), 1359, 1999 |