| 1 |
An OPTIMAL CONSUMPTION PROBLEM FOR GENERAL FACTOR MODELS
Hata H, Nagai H, Sheu SJ
SIAM Journal on Control and Optimization, 56(5), 3149, 2018 |
| 2 |
ON THE HAMILTON-JACOBI-BELLMAN EQUATION FOR AN OPTIMAL CONSUMPTION PROBLEM: I. EXISTENCE OF SOLUTION
Hata H, Sheu SJ
SIAM Journal on Control and Optimization, 50(4), 2373, 2012 |
| 3 |
ON THE HAMILTON-JACOBI-BELLMAN EQUATION FOR AN OPTIMAL CONSUMPTION PROBLEM: II. VERIFICATION THEOREM
Hata H, Sheu SJ
SIAM Journal on Control and Optimization, 50(4), 2401, 2012 |
| 4 |
Max-Plus Stochastic Control and Risk-Sensitivity
Fleming WH, Kaise H, Sheu SJ
Applied Mathematics and Optimization, 62(1), 81, 2010 |
| 5 |
Ergodic Type Bellman Equations of First Order with Quadratic Hamiltonian
Kaise H, Sheu SJ
Applied Mathematics and Optimization, 59(1), 37, 2009 |
| 6 |
Differential games of inf-sup type and Isaacs equations
Kaise H, Sheu SJ
Applied Mathematics and Optimization, 52(1), 1, 2005 |
| 7 |
Risk sensitive portfolio management with Cox-Ingersoll-Ross interest rates: The HJB equation
Bielecki TR, Pliska SR, Sheu SJ
SIAM Journal on Control and Optimization, 44(5), 1811, 2005 |
| 8 |
Analysis of ephedra-alkaloids using sweeping and cation-selective exhaustive injection and sweeping micellar electrokinetic chromatography methods
Chiang HY, Sheu SJ
Electrophoresis, 25(4-5), 670, 2004 |
