| 1 |
Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon
Sun ZY
Applied Mathematics and Optimization, 84(SUPPL 1), S319, 2021 |
| 2 |
Recurrence and Ergodicity for A Class of Regime-Switching Jump Diffusions
Chen XS, Chen ZQ, Tran K, Yin G
Applied Mathematics and Optimization, 80(2), 415, 2019 |
| 3 |
Optimal control of mean-field jump-diffusion systems with noisy memory
Ma HP, Liu B
International Journal of Control, 92(4), 816, 2019 |
| 4 |
OPTIMAL INVENTORY CONTROL WITH JUMP DIFFUSION AND NONLINEAR DYNAMICS IN THE DEMAND
Liu JZ, Yiu KFC, Bensoussan A
SIAM Journal on Control and Optimization, 56(1), 53, 2018 |
| 5 |
RISK SENSITIVE PORTFOLIO OPTIMIZATION IN A JUMP DIFFUSION MODEL WITH REGIMES
Das MK, Goswami A, Rana N
SIAM Journal on Control and Optimization, 56(2), 1550, 2018 |
| 6 |
A GENERAL STOCHASTIC MAXIMUM PRINCIPLE FOR A MARKOV REGIME SWITCHING JUMP-DIFFUSION MODEL OF MEAN-FIELD TYPE
Zhang X, Sun ZY, Xiong J
SIAM Journal on Control and Optimization, 56(4), 2563, 2018 |
| 7 |
On Stock Trading Via Feedback Control When Underlying Stock Returns Are Discontinuous
Baumann MH
IEEE Transactions on Automatic Control, 62(6), 2987, 2017 |
| 8 |
ON FELLER AND STRONG FELLER PROPERTIES AND EXPONENTIAL ERGODICITY OF REGIME-SWITCHING JUMP DIFFUSION PROCESSES WITH COUNTABLE REGIMES
Xi FB, Zhu C
SIAM Journal on Control and Optimization, 55(3), 1789, 2017 |
| 9 |
ALMOST SURE AND MOMENT EXPONENTIAL STABILITY OF REGIME-SWITCHING JUMP DIFFUSIONS
Chao Z, Wang K, Zhu C, Zhu YL
SIAM Journal on Control and Optimization, 55(6), 3458, 2017 |
| 10 |
Suppressing power output fluctuations of photovoltaic power plants
Anvari M, Werther B, Lohmann G, Wachter M, Peinke J, Beck HP
Solar Energy, 157, 735, 2017 |
